+356.0%
ISRG vs ECHO
+193.6%
+162.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -5.0% |
| 7D | -5.2% | +8.6% | -13.7% | -6.2% |
| 30D | -7.6% | +3.8% | -11.3% | -8.0% |
| 3M | -16.4% | -19.9% | +3.5% | -14.4% |
| 6M | -28.6% | -12.1% | -16.5% | -28.1% |
| YTD | -38.2% | -14.1% | -24.1% | -37.9% |
| 1Y | -25.5% | +15.9% | -41.4% | -28.3% |
| 3Y | +17.4% | +417.8% | -400.4% | -20.9% |
| 5Y | -3.0% | +259.3% | -262.3% | -30.1% |
| 10Y | +356.0% | +192.7% | +163.2% | +247.6% |
| All | +356.0% | +193.6% | +162.4% | +247.6% |
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