+918.8%
ISRG vs ECHO
+216.6%
+702.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -1.6% | +3.4% | -5.0% | -2.2% |
| 30D | -2.3% | +2.4% | -4.6% | -2.8% |
| 3M | -12.4% | -28.0% | +15.5% | -7.6% |
| 6M | -26.8% | -21.2% | -5.6% | -24.7% |
| YTD | -35.3% | -17.4% | -17.9% | -34.3% |
| 1Y | -19.3% | +33.6% | -52.9% | -26.3% |
| 3Y | +18.1% | +419.7% | -401.5% | -35.0% |
| 5Y | +2.6% | +241.7% | -239.1% | -38.1% |
| 10Y | +379.4% | +180.8% | +198.7% | +188.8% |
| All | +918.8% | +216.6% | +702.2% | +326.0% |
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