+69.0%
ISRG vs SW
+40.4%
+28.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | +4.4% | +4.7% | -0.3% | +3.5% |
| 30D | +15.8% | +5.0% | +10.8% | +14.6% |
| 3M | +24.9% | -7.3% | +32.2% | +26.5% |
| 6M | +3.8% | +15.0% | -11.2% | +0.7% |
| YTD | -17.3% | +18.5% | -35.8% | -20.9% |
| 1Y | -14.6% | +27.1% | -41.7% | -19.6% |
| All | +69.0% | +40.4% | +28.6% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling