-21.4%
ISRG vs EWZ
+1.4%
-22.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -6.8% | +0.6% | -7.3% | -6.8% |
| 30D | +5.1% | -25.5% | +30.6% | +7.3% |
| 3M | +12.0% | -4.5% | +16.6% | +11.2% |
| 6M | +7.0% | -15.3% | +22.3% | +7.8% |
| YTD | -20.6% | +3.1% | -23.7% | -19.9% |
| 1Y | -21.4% | +1.2% | -22.6% | -20.7% |
| All | -21.4% | +1.4% | -22.8% | -20.7% |
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