+22,229.9%
ISRG vs ED
+1,048.7%
+21,181.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.3% |
| 7D | +4.8% | +1.6% | +3.2% | +4.2% |
| 30D | +9.2% | +13.3% | -4.1% | +3.6% |
| 3M | +21.2% | +9.7% | +11.5% | +16.2% |
| 6M | +0.2% | +12.8% | -12.5% | -5.2% |
| YTD | -20.1% | +22.3% | -42.4% | -27.4% |
| 1Y | -17.3% | +26.3% | -43.6% | -26.2% |
| 3Y | +63.3% | +45.0% | +18.3% | +33.0% |
| 5Y | +24.1% | +80.2% | -56.1% | -9.9% |
| 10Y | +507.0% | +129.9% | +377.1% | +272.2% |
| All | +22,229.9% | +1,048.7% | +21,181.2% | +8,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling