+500.7%
ISRG vs SWKS
+33.1%
+467.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.8% |
| 7D | +4.8% | -6.2% | +11.0% | +7.1% |
| 30D | +9.2% | -1.5% | +10.7% | +9.4% |
| 3M | +21.2% | +23.0% | -1.8% | +9.9% |
| 6M | +0.2% | +27.6% | -27.4% | -12.7% |
| YTD | -20.1% | +32.3% | -52.4% | -32.5% |
| 1Y | -17.3% | +20.1% | -37.5% | -27.5% |
| 3Y | +63.3% | +0.6% | +62.7% | +41.1% |
| 5Y | +24.1% | -42.3% | +66.4% | +34.3% |
| All | +500.7% | +33.1% | +467.6% | +329.6% |
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