+26.5%
ISRG vs EWZ
+57.4%
-30.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.2% |
| 7D | +5.4% | +1.4% | +4.0% | +5.1% |
| 30D | +8.6% | -25.1% | +33.7% | +16.0% |
| 3M | +21.6% | -7.7% | +29.3% | +22.0% |
| 6M | +2.3% | -15.8% | +18.2% | +5.3% |
| YTD | -18.7% | +3.6% | -22.3% | -21.7% |
| 1Y | -17.8% | +5.5% | -23.2% | -21.5% |
| 3Y | +69.1% | +22.1% | +47.0% | +52.0% |
| 5Y | +26.5% | +58.3% | -31.9% | +6.8% |
| All | +26.5% | +57.4% | -30.9% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling