+539.2%
ISRG vs SWKS
+49.3%
+489.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.0% | +9.4% | -11.5% | -5.2% |
| 30D | +5.6% | +17.0% | -11.4% | -0.5% |
| 3M | +10.5% | +28.9% | -18.4% | -1.3% |
| 6M | +2.6% | +33.1% | -30.5% | -11.5% |
| YTD | -21.7% | +44.8% | -66.5% | -36.0% |
| 1Y | -21.6% | +36.2% | -57.8% | -34.4% |
| 3Y | +57.0% | +11.5% | +45.5% | +30.6% |
| 5Y | +25.0% | -37.1% | +62.0% | +31.2% |
| All | +539.2% | +49.3% | +489.9% | +345.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling