+28.4%
ISRG vs SWK
-25.4%
+53.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.0% |
| 7D | +4.4% | +11.3% | -6.9% | +1.2% |
| 30D | +15.8% | +28.1% | -12.3% | +7.7% |
| 3M | +24.9% | +12.6% | +12.3% | +20.4% |
| 6M | +3.8% | +51.7% | -47.9% | -8.5% |
| YTD | -17.3% | +60.0% | -77.2% | -28.9% |
| 1Y | -14.6% | +72.7% | -87.3% | -28.4% |
| 3Y | +68.2% | +46.3% | +21.9% | +40.3% |
| 5Y | +28.4% | -24.6% | +53.0% | +34.4% |
| All | +28.4% | -25.4% | +53.8% | +34.4% |
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