+533.8%
ISRG vs ECHO
+139.8%
+394.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.8% | -1.7% |
| 7D | -6.1% | +9.1% | -15.2% | -7.2% |
| 30D | +4.2% | +7.2% | -3.0% | +3.1% |
| 3M | +9.6% | +6.1% | +3.5% | +8.4% |
| 6M | +1.9% | -24.2% | +26.0% | +4.5% |
| YTD | -22.3% | -9.7% | -12.6% | -22.7% |
| 1Y | -23.2% | +40.9% | -64.1% | -28.0% |
| 3Y | +58.5% | +883.3% | -824.7% | -6.6% |
| 5Y | +23.9% | +224.2% | -200.2% | -7.1% |
| All | +533.8% | +139.8% | +394.1% | +411.7% |
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