+23.4%
ISRG vs EFV
+93.8%
-70.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.6% | +1.5% | -3.1% | -2.8% |
| 30D | -2.3% | +1.7% | -4.0% | -3.6% |
| 3M | -12.4% | +8.6% | -21.1% | -18.1% |
| 6M | -26.8% | +11.7% | -38.5% | -33.2% |
| YTD | -35.3% | +19.3% | -54.5% | -44.3% |
| 1Y | -19.3% | +30.2% | -49.5% | -35.8% |
| All | +23.4% | +93.8% | -70.4% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling