+536.3%
ISRG vs ECL
+205.6%
+330.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.4% |
| 7D | +5.4% | -0.5% | +6.0% | +5.9% |
| 30D | +8.6% | +8.8% | -0.2% | +2.8% |
| 3M | +21.6% | +7.8% | +13.7% | +15.6% |
| 6M | +2.3% | +21.3% | -19.0% | -10.1% |
| YTD | -18.7% | +17.8% | -36.5% | -27.6% |
| 1Y | -17.8% | +21.1% | -38.8% | -28.2% |
| 3Y | +69.1% | +80.1% | -11.0% | +11.2% |
| 5Y | +26.5% | +40.5% | -14.0% | -3.1% |
| 10Y | +536.3% | +197.7% | +338.5% | +220.6% |
| All | +536.3% | +205.6% | +330.7% | +220.6% |
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 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