+19,419.8%
ISRG vs EWT
+485.8%
+18,934.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +2.1% | -3.7% | +5.8% | +3.3% |
| 30D | +6.2% | -17.2% | +23.3% | +15.4% |
| 3M | +14.4% | -7.3% | +21.7% | +17.2% |
| 6M | 0.0% | -1.5% | +1.5% | -2.6% |
| YTD | -20.5% | +49.0% | -69.6% | -37.8% |
| 1Y | -21.9% | +50.6% | -72.5% | -39.2% |
| 3Y | +62.2% | +148.9% | -86.7% | -3.8% |
| 5Y | +25.2% | +116.1% | -90.9% | -19.8% |
| 10Y | +537.3% | +427.8% | +109.5% | +167.9% |
| All | +19,419.8% | +485.8% | +18,934.0% | +5,967.9% |
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