+374.7%
ISRG vs EWZ
+96.6%
+278.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +1.6% |
| 7D | -2.5% | +1.1% | -3.7% | -2.9% |
| 30D | -10.2% | +13.5% | -23.6% | -13.9% |
| 3M | -12.5% | +15.2% | -27.8% | -16.8% |
| 6M | -25.8% | +3.7% | -29.5% | -27.1% |
| YTD | -36.4% | +22.5% | -58.9% | -41.0% |
| 1Y | -19.9% | +35.3% | -55.1% | -28.3% |
| 3Y | +20.9% | +50.2% | -29.3% | +3.3% |
| 5Y | +5.7% | +64.6% | -58.9% | -14.8% |
| All | +374.7% | +96.6% | +278.1% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling