-10.5%
ISRG vs EFV
+25.8%
-36.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.2% | +7.4% |
| 7D | +8.5% | +2.9% | +5.7% | +6.7% |
| 30D | +18.6% | +3.6% | +15.0% | +16.1% |
| 3M | +30.9% | -0.1% | +31.0% | +30.7% |
| 6M | +6.6% | +9.6% | -3.0% | +0.7% |
| YTD | -14.9% | +17.0% | -31.9% | -22.4% |
| 1Y | -10.5% | +25.7% | -36.2% | -23.2% |
| All | -10.5% | +25.8% | -36.3% | -23.2% |
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