+521.5%
ISRG vs SW
+185.4%
+336.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | +4.4% | +4.7% | -0.3% | +3.8% |
| 30D | +15.8% | +5.0% | +10.8% | +15.0% |
| 3M | +24.9% | -7.3% | +32.2% | +26.0% |
| 6M | +3.8% | +15.0% | -11.2% | +1.6% |
| YTD | -17.3% | +18.5% | -35.8% | -19.7% |
| 1Y | -14.6% | +27.1% | -41.7% | -17.9% |
| 3Y | +68.2% | +49.3% | +18.9% | +57.3% |
| 5Y | +28.4% | -1.6% | +30.0% | +22.6% |
| All | +521.5% | +185.4% | +336.2% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling