-17.3%
ISRG vs SWK
+71.2%
-88.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +4.8% | +11.0% | -6.2% | +2.0% |
| 30D | +9.2% | +30.1% | -20.8% | +3.0% |
| 3M | +21.2% | +14.7% | +6.5% | +17.4% |
| 6M | +0.2% | +44.5% | -44.3% | -7.5% |
| YTD | -20.1% | +59.4% | -79.4% | -28.1% |
| 1Y | -17.3% | +77.5% | -94.9% | -27.9% |
| All | -17.3% | +71.2% | -88.5% | -27.9% |
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