+17,983.8%
ISRG vs SWKS
+73.9%
+17,909.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.5% |
| 7D | -1.6% | +12.5% | -14.1% | -3.8% |
| 30D | -2.3% | +10.5% | -12.8% | -4.2% |
| 3M | -12.4% | -7.4% | -5.1% | -11.8% |
| 6M | -26.8% | +32.7% | -59.5% | -31.7% |
| YTD | -35.3% | +19.2% | -54.4% | -38.5% |
| 1Y | -19.3% | +2.4% | -21.7% | -21.4% |
| 3Y | +18.1% | -25.6% | +43.8% | +19.2% |
| 5Y | +2.6% | -53.4% | +56.1% | +11.9% |
| 10Y | +379.4% | +23.2% | +356.3% | +337.7% |
| All | +17,983.8% | +73.9% | +17,909.9% | +11,485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling