+19.2%
ISRG vs SWKS
-25.5%
+44.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.5% |
| 7D | -1.6% | +12.5% | -14.1% | -3.9% |
| 30D | -2.3% | +10.5% | -12.8% | -4.3% |
| 3M | -12.4% | -7.4% | -5.1% | -11.5% |
| 6M | -26.8% | +32.7% | -59.5% | -32.8% |
| YTD | -35.3% | +19.2% | -54.4% | -39.1% |
| 1Y | -19.3% | +2.4% | -21.7% | -21.5% |
| All | +19.2% | -25.5% | +44.6% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling