+19.2%
ISRG vs ECL
+57.4%
-38.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | -2.6% | +1.0% | -0.2% |
| 30D | -2.3% | -2.2% | -0.1% | -1.1% |
| 3M | -12.4% | +10.1% | -22.6% | -16.8% |
| 6M | -26.8% | -5.7% | -21.1% | -24.5% |
| YTD | -35.3% | +7.0% | -42.2% | -38.0% |
| 1Y | -19.3% | +2.7% | -22.0% | -21.2% |
| All | +19.2% | +57.4% | -38.2% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling