+2.0%
ISRG vs SWK
-38.7%
+40.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | -2.3% | -5.7% | +3.5% | -0.6% |
| 3M | -12.4% | +24.1% | -36.5% | -18.0% |
| 6M | -26.8% | +24.7% | -51.5% | -31.9% |
| YTD | -35.3% | +33.9% | -69.2% | -41.3% |
| 1Y | -19.3% | +34.7% | -54.0% | -27.3% |
| 3Y | +18.1% | +15.3% | +2.9% | +6.2% |
| All | +2.0% | -38.7% | +40.8% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling