+374.7%
ISRG vs EFA
+144.2%
+230.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +3.0% |
| 7D | -2.5% | -2.4% | -0.2% | 0.0% |
| 30D | -10.2% | -2.2% | -7.9% | -7.9% |
| 3M | -12.5% | +5.7% | -18.2% | -17.9% |
| 6M | -25.8% | +8.2% | -34.0% | -32.6% |
| YTD | -36.4% | +11.8% | -48.1% | -44.5% |
| 1Y | -19.9% | +18.3% | -38.2% | -34.5% |
| 3Y | +20.9% | +64.9% | -44.1% | -32.9% |
| 5Y | +5.7% | +52.4% | -46.7% | -35.2% |
| All | +374.7% | +144.2% | +230.5% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling