+10,546.1%
ISRG vs EWZ
+436.1%
+10,110.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.6% | +6.5% | -8.1% | -3.9% |
| 30D | -2.3% | +4.8% | -7.1% | -4.1% |
| 3M | -12.4% | +9.9% | -22.3% | -15.8% |
| 6M | -26.8% | +1.9% | -28.8% | -27.8% |
| YTD | -35.3% | +20.3% | -55.6% | -40.2% |
| 1Y | -19.3% | +35.6% | -54.9% | -28.9% |
| 3Y | +18.1% | +43.4% | -25.3% | +0.7% |
| 5Y | +2.6% | +55.9% | -53.3% | -18.0% |
| 10Y | +379.4% | +84.2% | +295.3% | +223.4% |
| All | +10,546.1% | +436.1% | +10,110.0% | +4,443.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling