+23.9%
ISRG vs ED
+80.7%
-56.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.9% |
| 7D | +4.8% | +1.6% | +3.2% | +4.6% |
| 30D | +9.2% | +13.3% | -4.1% | +7.0% |
| 3M | +21.2% | +9.7% | +11.5% | +19.3% |
| 6M | +0.2% | +12.8% | -12.5% | -1.9% |
| YTD | -20.1% | +22.3% | -42.4% | -23.4% |
| 1Y | -17.3% | +26.3% | -43.6% | -21.4% |
| 3Y | +63.3% | +45.0% | +18.3% | +42.6% |
| All | +23.9% | +80.7% | -56.8% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling