+536.3%
ISRG vs ECHO
+168.8%
+367.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | +0.9% |
| 7D | +5.4% | +3.0% | +2.4% | +4.9% |
| 30D | +8.6% | +6.7% | +1.9% | +7.5% |
| 3M | +21.6% | +12.4% | +9.2% | +19.4% |
| 6M | +2.3% | -20.4% | +22.7% | +4.3% |
| YTD | -18.7% | -6.9% | -11.8% | -19.3% |
| 1Y | -17.8% | +37.7% | -55.5% | -22.7% |
| 3Y | +69.1% | +902.9% | -833.8% | -0.3% |
| 5Y | +26.5% | +275.3% | -248.9% | -8.9% |
| 10Y | +536.3% | +159.0% | +377.3% | +429.9% |
| All | +536.3% | +168.8% | +367.5% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 10y: compounded portfolio wealth divided by compounded ECHO 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…
10y analysis · Full analysis span regression · 6 months rolling