-19.3%
ISRG vs SWK
+37.3%
-56.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | -2.3% | -5.7% | +3.5% | -1.0% |
| 3M | -12.4% | +24.1% | -36.5% | -16.2% |
| 6M | -26.8% | +24.7% | -51.5% | -30.2% |
| YTD | -35.3% | +33.9% | -69.2% | -39.2% |
| 1Y | -19.3% | +34.7% | -54.0% | -24.2% |
| All | -19.3% | +37.3% | -56.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling