-19.3%
ISRG vs EFV
+30.7%
-50.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.6% | +1.5% | -3.1% | -2.5% |
| 30D | -2.3% | +1.7% | -4.0% | -3.4% |
| 3M | -12.4% | +8.6% | -21.1% | -17.0% |
| 6M | -26.8% | +11.7% | -38.5% | -31.8% |
| YTD | -35.3% | +19.3% | -54.5% | -42.7% |
| 1Y | -19.3% | +30.2% | -49.5% | -34.8% |
| All | -19.3% | +30.7% | -50.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling