+1,070.2%
ISRG vs SW
+755.0%
+315.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.6% | -5.1% | +3.5% | -1.2% |
| 30D | -2.3% | -4.6% | +2.3% | -1.9% |
| 3M | -12.4% | +9.4% | -21.8% | -13.1% |
| 6M | -26.8% | +3.5% | -30.3% | -27.2% |
| YTD | -35.3% | +22.0% | -57.3% | -36.4% |
| 1Y | -19.3% | +2.2% | -21.5% | -19.9% |
| 3Y | +18.1% | +19.6% | -1.5% | +15.4% |
| 5Y | +2.6% | -2.3% | +5.0% | -0.1% |
| 10Y | +379.4% | +181.4% | +198.1% | +340.9% |
| All | +1,070.2% | +755.0% | +315.2% | +907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling