+2.0%
ISRG vs SWKS
-53.5%
+55.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.9% |
| 7D | -1.6% | +12.5% | -14.1% | -5.1% |
| 30D | -2.3% | +10.5% | -12.8% | -5.4% |
| 3M | -12.4% | -7.4% | -5.1% | -11.2% |
| 6M | -26.8% | +32.7% | -59.5% | -35.5% |
| YTD | -35.3% | +19.2% | -54.4% | -41.0% |
| 1Y | -19.3% | +2.4% | -21.7% | -22.9% |
| 3Y | +18.1% | -25.6% | +43.8% | +18.6% |
| All | +2.0% | -53.5% | +55.5% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling