-21.6%
ISRG vs EWZ
+1.3%
-22.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | +5.6% | -24.4% | +29.9% | +7.6% |
| 3M | +10.5% | -4.6% | +15.1% | +9.7% |
| 6M | +2.6% | -11.6% | +14.2% | +2.7% |
| YTD | -21.7% | +2.4% | -24.1% | -20.8% |
| 1Y | -21.6% | +2.1% | -23.6% | -20.5% |
| All | -21.6% | +1.3% | -22.8% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling