+69.0%
ISRG vs SWKS
-1.9%
+70.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.5% |
| 7D | +4.4% | -9.2% | +13.6% | +6.0% |
| 30D | +15.8% | -1.9% | +17.7% | +16.0% |
| 3M | +24.9% | +21.2% | +3.6% | +19.3% |
| 6M | +3.8% | +12.9% | -9.1% | -0.6% |
| YTD | -17.3% | +30.7% | -48.0% | -24.0% |
| 1Y | -14.6% | +14.1% | -28.7% | -18.9% |
| All | +69.0% | -1.9% | +70.9% | +46.7% |
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