+356.0%
ISRG vs ECL
+153.2%
+202.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.2% |
| 7D | -5.2% | -0.8% | -4.4% | -4.7% |
| 30D | -7.6% | -2.5% | -5.1% | -6.1% |
| 3M | -16.4% | +8.3% | -24.7% | -20.7% |
| 6M | -28.6% | -1.1% | -27.5% | -28.4% |
| YTD | -38.2% | +6.5% | -44.7% | -41.2% |
| 1Y | -25.5% | +2.1% | -27.6% | -27.4% |
| 3Y | +17.4% | +57.6% | -40.2% | -15.7% |
| 5Y | -3.0% | +28.1% | -31.0% | -21.1% |
| 10Y | +356.0% | +153.2% | +202.7% | +146.2% |
| All | +356.0% | +153.2% | +202.8% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling