+550.7%
ISRG vs EFV
+161.2%
+389.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.8% | -1.0% | -5.8% | -5.8% |
| 30D | +5.1% | +3.1% | +2.0% | +2.3% |
| 3M | +12.0% | -1.2% | +13.3% | +13.4% |
| 6M | +7.0% | +5.6% | +1.4% | +1.4% |
| YTD | -20.6% | +15.8% | -36.4% | -31.6% |
| 1Y | -21.4% | +20.0% | -41.4% | -34.6% |
| 3Y | +62.0% | +91.0% | -29.0% | -15.1% |
| 5Y | +28.1% | +93.7% | -65.5% | -33.9% |
| 10Y | +550.7% | +160.9% | +389.8% | +189.9% |
| All | +550.7% | +161.2% | +389.5% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling