+22,093.8%
ISRG vs ED
+1,055.7%
+21,038.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.6% |
| 7D | +2.1% | +2.1% | 0.0% | +1.3% |
| 30D | +6.2% | +12.4% | -6.3% | +1.0% |
| 3M | +14.4% | +13.1% | +1.3% | +8.3% |
| 6M | 0.0% | +14.1% | -14.1% | -5.9% |
| YTD | -20.5% | +23.1% | -43.6% | -28.1% |
| 1Y | -21.9% | +25.4% | -47.3% | -30.0% |
| 3Y | +62.2% | +47.9% | +14.3% | +30.9% |
| 5Y | +25.2% | +81.9% | -56.7% | -9.4% |
| 10Y | +537.3% | +141.3% | +396.1% | +281.0% |
| All | +22,093.8% | +1,055.7% | +21,038.1% | +8,050.0% |
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