+17,983.8%
ISRG vs ED
+939.5%
+17,044.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -2.3% | -0.1% | -2.1% | -2.3% |
| 3M | -12.4% | +3.9% | -16.4% | -14.1% |
| 6M | -26.8% | -3.0% | -23.8% | -26.2% |
| YTD | -35.3% | +10.7% | -45.9% | -38.6% |
| 1Y | -19.3% | +13.3% | -32.7% | -24.5% |
| 3Y | +18.1% | +34.5% | -16.4% | -0.9% |
| 5Y | +2.6% | +67.1% | -64.5% | -23.2% |
| 10Y | +379.4% | +103.0% | +276.4% | +210.7% |
| All | +17,983.8% | +939.5% | +17,044.3% | +6,856.6% |
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 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