+17,983.8%
ISRG vs ECL
+1,935.3%
+16,048.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | -2.6% | +1.0% | +0.1% |
| 30D | -2.3% | -2.2% | -0.1% | -0.9% |
| 3M | -12.4% | +10.1% | -22.6% | -17.7% |
| 6M | -26.8% | -5.7% | -21.1% | -24.4% |
| YTD | -35.3% | +7.0% | -42.2% | -38.4% |
| 1Y | -19.3% | +2.7% | -22.0% | -21.6% |
| 3Y | +18.1% | +57.7% | -39.6% | -13.7% |
| 5Y | +2.6% | +31.1% | -28.5% | -16.6% |
| 10Y | +379.4% | +150.9% | +228.6% | +150.6% |
| All | +17,983.8% | +1,935.3% | +16,048.5% | +3,010.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling