-20.1%
ISRG vs ED
+24.7%
-44.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.7% |
| 7D | +5.4% | -0.1% | +5.5% | +5.3% |
| 30D | +8.6% | +11.6% | -3.0% | +10.9% |
| 3M | +21.6% | +10.5% | +11.0% | +23.9% |
| 6M | +2.3% | +13.2% | -10.9% | +4.8% |
| YTD | -18.7% | +22.1% | -40.8% | -14.5% |
| All | -20.1% | +24.7% | -44.8% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling