+63.3%
ISRG vs EWT
+136.7%
-73.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -4.6% |
| 7D | +4.8% | -11.7% | +16.6% | +8.9% |
| 30D | +9.2% | -23.2% | +32.5% | +18.9% |
| 3M | +21.2% | -12.5% | +33.7% | +25.4% |
| 6M | +0.2% | -5.9% | +6.2% | -1.4% |
| YTD | -20.1% | +40.5% | -60.5% | -36.3% |
| 1Y | -17.3% | +43.7% | -61.1% | -35.0% |
| 3Y | +63.3% | +136.6% | -73.3% | -8.0% |
| All | +63.3% | +136.7% | -73.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling