+28.4%
ISRG vs SWKS
-44.4%
+72.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.2% |
| 7D | +4.4% | -9.2% | +13.6% | +7.1% |
| 30D | +15.8% | -1.9% | +17.7% | +16.1% |
| 3M | +24.9% | +21.2% | +3.6% | +15.9% |
| 6M | +3.8% | +12.9% | -9.1% | -3.5% |
| YTD | -17.3% | +30.7% | -48.0% | -27.8% |
| 1Y | -14.6% | +14.1% | -28.7% | -21.8% |
| 3Y | +68.2% | -1.7% | +69.9% | +47.2% |
| 5Y | +28.4% | -43.0% | +71.4% | +40.3% |
| All | +28.4% | -44.4% | +72.8% | +40.3% |
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 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