+17.4%
ISRG vs EWZ
+50.2%
-32.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -5.1% |
| 7D | -5.2% | +5.6% | -10.7% | -6.8% |
| 30D | -7.6% | +9.3% | -16.8% | -10.2% |
| 3M | -16.4% | +15.7% | -32.0% | -20.4% |
| 6M | -28.6% | +7.4% | -36.0% | -30.5% |
| YTD | -38.2% | +22.7% | -60.9% | -42.9% |
| 1Y | -25.5% | +36.4% | -61.9% | -34.3% |
| 3Y | +17.4% | +50.4% | -33.0% | -5.4% |
| All | +17.4% | +50.2% | -32.8% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling