+533.8%
ISRG vs ED
+143.7%
+390.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -6.1% | -1.7% | -4.4% | -5.6% |
| 30D | +4.2% | +10.7% | -6.5% | +1.0% |
| 3M | +9.6% | +11.6% | -2.0% | +5.8% |
| 6M | +1.9% | +13.5% | -11.6% | -2.4% |
| YTD | -22.3% | +23.1% | -45.5% | -27.8% |
| 1Y | -23.2% | +23.1% | -46.2% | -28.7% |
| 3Y | +58.5% | +47.9% | +10.6% | +33.6% |
| 5Y | +23.9% | +83.9% | -59.9% | -4.8% |
| All | +533.8% | +143.7% | +390.1% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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