+17.4%
ISRG vs EFA
+68.2%
-50.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.0% |
| 7D | -5.2% | +1.2% | -6.4% | -6.2% |
| 30D | -7.6% | -0.7% | -6.8% | -7.0% |
| 3M | -16.4% | +6.4% | -22.8% | -21.0% |
| 6M | -28.6% | +11.4% | -39.9% | -35.6% |
| YTD | -38.2% | +14.0% | -52.2% | -45.8% |
| 1Y | -25.5% | +20.2% | -45.7% | -38.3% |
| 3Y | +17.4% | +68.2% | -50.8% | -33.7% |
| All | +17.4% | +68.2% | -50.8% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling