+1,158.0%
ISRG vs ECHO
+233.6%
+924.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.2% | -8.6% | -4.3% |
| 7D | +4.8% | -2.4% | +7.2% | +5.1% |
| 30D | +9.2% | -3.1% | +12.4% | +9.4% |
| 3M | +21.2% | +8.7% | +12.4% | +18.5% |
| 6M | +0.2% | -24.8% | +25.0% | +4.1% |
| YTD | -20.1% | -13.0% | -7.1% | -20.2% |
| 1Y | -17.3% | +33.9% | -51.3% | -24.5% |
| 3Y | +63.3% | +791.8% | -728.5% | -21.6% |
| 5Y | +24.1% | +261.7% | -237.6% | -26.2% |
| 10Y | +507.0% | +157.3% | +349.7% | +280.2% |
| All | +1,158.0% | +233.6% | +924.4% | +417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling