-21.4%
ISRG vs ED
+24.8%
-46.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.8% | -0.9% | -5.8% | -6.8% |
| 30D | +5.1% | +11.2% | -6.1% | +7.1% |
| 3M | +12.0% | +11.8% | +0.3% | +14.3% |
| 6M | +7.0% | +14.1% | -7.1% | +9.7% |
| YTD | -20.6% | +23.0% | -43.6% | -16.5% |
| 1Y | -21.4% | +23.7% | -45.1% | -17.6% |
| All | -21.4% | +24.8% | -46.3% | -17.6% |
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