-10.5%
ISRG vs SWKS
+14.2%
-24.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.9% | +12.3% | +9.5% |
| 7D | +8.5% | -4.9% | +13.5% | +8.7% |
| 30D | +18.6% | -1.2% | +19.8% | +18.6% |
| 3M | +30.9% | +24.2% | +6.8% | +28.6% |
| 6M | +6.6% | +21.5% | -14.9% | +4.5% |
| YTD | -14.9% | +33.5% | -48.4% | -18.1% |
| 1Y | -10.5% | +18.9% | -29.4% | -11.4% |
| All | -10.5% | +14.2% | -24.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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