+19,539.5%
ISRG vs EWT
+452.2%
+19,087.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -5.3% |
| 7D | +4.8% | -11.7% | +16.6% | +10.8% |
| 30D | +9.2% | -23.2% | +32.5% | +23.4% |
| 3M | +21.2% | -12.5% | +33.7% | +27.8% |
| 6M | +0.2% | -5.9% | +6.2% | -0.1% |
| YTD | -20.1% | +40.5% | -60.5% | -35.5% |
| 1Y | -17.3% | +43.7% | -61.1% | -34.1% |
| 3Y | +63.3% | +136.6% | -73.3% | -0.6% |
| 5Y | +24.1% | +105.1% | -81.0% | -18.3% |
| 10Y | +507.0% | +387.0% | +120.0% | +165.6% |
| All | +19,539.5% | +452.2% | +19,087.4% | +6,192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling