+500.7%
ISRG vs ECL
+199.1%
+301.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.2% |
| 7D | +4.8% | -0.8% | +5.6% | +5.5% |
| 30D | +9.2% | +8.1% | +1.1% | +3.9% |
| 3M | +21.2% | +6.4% | +14.8% | +16.3% |
| 6M | +0.2% | +14.8% | -14.5% | -8.7% |
| YTD | -20.1% | +15.5% | -35.5% | -27.9% |
| 1Y | -17.3% | +20.1% | -37.5% | -27.5% |
| 3Y | +63.3% | +77.8% | -14.4% | +8.4% |
| 5Y | +24.1% | +37.9% | -13.8% | -3.7% |
| All | +500.7% | +199.1% | +301.5% | +217.2% |
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