+546.2%
ISRG vs SW
+189.7%
+356.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.1% | +5.3% | +8.8% |
| 7D | +8.5% | +12.1% | -3.5% | +6.9% |
| 30D | +18.6% | +6.6% | +12.0% | +17.6% |
| 3M | +30.9% | -6.0% | +36.9% | +31.9% |
| 6M | +6.6% | +21.5% | -14.9% | +3.5% |
| YTD | -14.9% | +20.3% | -35.2% | -17.6% |
| 1Y | -10.5% | +28.1% | -38.7% | -14.1% |
| 3Y | +73.1% | +51.6% | +21.5% | +61.5% |
| 5Y | +32.7% | -0.1% | +32.8% | +26.4% |
| 10Y | +546.2% | +189.7% | +356.5% | +462.0% |
| All | +546.2% | +189.7% | +356.5% | +462.0% |
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