-3.0%
ISRG vs EWT
+154.5%
-157.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | -5.2% | +1.6% | -6.8% | -6.0% |
| 30D | -7.6% | +8.2% | -15.8% | -11.5% |
| 3M | -16.4% | +11.1% | -27.4% | -22.1% |
| 6M | -28.6% | +60.4% | -89.0% | -48.7% |
| YTD | -38.2% | +75.6% | -113.7% | -58.5% |
| 1Y | -25.5% | +91.3% | -116.8% | -53.2% |
| 3Y | +17.4% | +200.3% | -182.9% | -51.2% |
| 5Y | -3.0% | +156.4% | -159.3% | -51.3% |
| All | -3.0% | +154.5% | -157.4% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling