+539.2%
ISRG vs EWZ
+68.6%
+470.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.4% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | +5.6% | -24.4% | +29.9% | +14.1% |
| 3M | +10.5% | -4.6% | +15.1% | +10.4% |
| 6M | +2.6% | -11.6% | +14.2% | +4.8% |
| YTD | -21.7% | +2.4% | -24.1% | -24.2% |
| 1Y | -21.6% | +2.1% | -23.6% | -24.2% |
| 3Y | +57.0% | +18.7% | +38.3% | +42.7% |
| 5Y | +25.0% | +54.2% | -29.2% | +1.6% |
| All | +539.2% | +68.6% | +470.6% | +411.3% |
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