+17,836.4%
ISRG vs EFA
+394.8%
+17,441.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -1.0% |
| 7D | -1.6% | +0.6% | -2.2% | -2.1% |
| 30D | -2.3% | +0.9% | -3.1% | -3.0% |
| 3M | -12.4% | +4.9% | -17.3% | -16.3% |
| 6M | -26.8% | +8.6% | -35.4% | -32.4% |
| YTD | -35.3% | +14.6% | -49.9% | -43.1% |
| 1Y | -19.3% | +22.6% | -42.0% | -33.3% |
| 3Y | +18.1% | +66.5% | -48.4% | -25.4% |
| 5Y | +2.6% | +54.5% | -51.9% | -30.0% |
| 10Y | +379.4% | +144.8% | +234.7% | +126.4% |
| All | +17,836.4% | +394.8% | +17,441.6% | +4,861.7% |
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 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