+539.2%
ISRG vs SWK
+18.1%
+521.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.0% | -1.4% | -0.7% | -1.5% |
| 30D | +5.6% | +25.5% | -19.9% | -3.1% |
| 3M | +10.5% | +11.8% | -1.2% | +5.7% |
| 6M | +2.6% | +48.7% | -46.1% | -12.4% |
| YTD | -21.7% | +57.2% | -78.9% | -35.4% |
| 1Y | -21.6% | +75.3% | -96.8% | -38.2% |
| 3Y | +57.0% | +51.9% | +5.1% | +22.7% |
| 5Y | +25.0% | -30.7% | +55.7% | +34.7% |
| All | +539.2% | +18.1% | +521.1% | +393.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling