-10.5%
ISRG vs ECL
+23.8%
-34.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +7.7% |
| 7D | +8.5% | +7.7% | +0.8% | +4.9% |
| 30D | +18.6% | +13.7% | +4.9% | +11.8% |
| 3M | +30.9% | +11.6% | +19.4% | +24.4% |
| 6M | +6.6% | +23.9% | -17.3% | -2.7% |
| YTD | -14.9% | +21.0% | -35.8% | -22.8% |
| 1Y | -10.5% | +23.1% | -33.6% | -19.6% |
| All | -10.5% | +23.8% | -34.3% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling