+21,912.8%
ISRG vs EFA
+376.6%
+21,536.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | +2.1% | +1.2% | +0.9% | +1.1% |
| 30D | +6.2% | +0.9% | +5.2% | +5.4% |
| 3M | +14.4% | -3.4% | +17.8% | +17.9% |
| 6M | 0.0% | +2.0% | -2.0% | -2.0% |
| YTD | -20.5% | +10.4% | -30.9% | -27.8% |
| 1Y | -21.9% | +13.3% | -35.2% | -30.7% |
| 3Y | +62.2% | +65.9% | -3.8% | +2.6% |
| 5Y | +25.2% | +51.5% | -26.3% | -13.1% |
| 10Y | +537.3% | +144.1% | +393.2% | +202.4% |
| All | +21,912.8% | +376.6% | +21,536.3% | +6,193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling