+5,739.6%
ISRG vs EFV
+248.5%
+5,491.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | +2.1% | +2.1% | 0.0% | +0.5% |
| 30D | +6.2% | +3.1% | +3.1% | +3.7% |
| 3M | +14.4% | -1.3% | +15.7% | +15.7% |
| 6M | 0.0% | +6.0% | -6.0% | -4.8% |
| YTD | -20.5% | +15.8% | -36.4% | -30.0% |
| 1Y | -21.9% | +21.1% | -43.0% | -33.8% |
| 3Y | +62.2% | +91.0% | -28.8% | -6.0% |
| 5Y | +25.2% | +94.3% | -69.1% | -28.2% |
| 10Y | +537.3% | +160.4% | +376.9% | +189.8% |
| All | +5,739.6% | +248.5% | +5,491.1% | +1,776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling