+533.8%
ISRG vs EFX
+79.2%
+454.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.8% |
| 7D | -6.1% | -3.6% | -2.5% | -4.6% |
| 30D | +4.2% | +25.3% | -21.1% | -5.9% |
| 3M | +9.6% | +3.8% | +5.8% | +6.8% |
| 6M | +1.9% | +12.7% | -10.9% | -4.8% |
| YTD | -22.3% | -13.1% | -9.2% | -19.7% |
| 1Y | -23.2% | -9.3% | -13.8% | -22.3% |
| 3Y | +58.5% | +3.5% | +55.0% | +43.3% |
| 5Y | +23.9% | -30.6% | +54.6% | +32.1% |
| All | +533.8% | +79.2% | +454.6% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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