+4,658.2%
ISRG vs EFV
+258.8%
+4,399.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -12.4% | +8.6% | -21.1% | -18.3% |
| 6M | -26.8% | +11.7% | -38.5% | -33.4% |
| YTD | -35.3% | +19.3% | -54.5% | -44.4% |
| 1Y | -19.3% | +30.2% | -49.5% | -35.6% |
| 3Y | +18.1% | +91.6% | -73.4% | -31.7% |
| 5Y | +2.6% | +96.4% | -93.7% | -41.7% |
| 10Y | +379.4% | +166.5% | +213.0% | +113.6% |
| All | +4,658.2% | +258.8% | +4,399.4% | +1,391.5% |
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