+21,416.4%
ISRG vs EFA
+375.0%
+21,041.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | -6.1% | +1.3% | -7.4% | -7.2% |
| 30D | +4.2% | +0.5% | +3.7% | +3.9% |
| 3M | +9.6% | -4.1% | +13.8% | +13.8% |
| 6M | +1.9% | +2.4% | -0.6% | -0.6% |
| YTD | -22.3% | +10.0% | -32.4% | -29.2% |
| 1Y | -23.2% | +11.4% | -34.6% | -30.8% |
| 3Y | +58.5% | +65.4% | -6.9% | +0.6% |
| 5Y | +23.9% | +49.6% | -25.7% | -13.0% |
| 10Y | +536.7% | +144.8% | +392.0% | +201.5% |
| All | +21,416.4% | +375.0% | +21,041.4% | +6,070.4% |
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