-1.0%
ISRG vs EFV
+95.4%
-96.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.7% |
| 7D | -5.0% | -0.5% | -4.5% | -4.6% |
| 30D | -10.2% | 0.0% | -10.2% | -10.2% |
| 3M | -17.2% | +8.4% | -25.6% | -23.1% |
| 6M | -28.4% | +12.3% | -40.8% | -35.8% |
| YTD | -37.6% | +17.4% | -55.0% | -46.6% |
| 1Y | -24.4% | +27.1% | -51.6% | -40.0% |
| 3Y | +18.4% | +90.7% | -72.3% | -37.1% |
| 5Y | -1.0% | +95.6% | -96.6% | -50.2% |
| All | -1.0% | +95.4% | -96.4% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling