+11.9%
ISRG vs EFX
+32.3%
-20.4%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.9% |
| 7D | +4.8% | +2.7% | +2.1% | +4.6% |
| 30D | +9.2% | +33.1% | -23.9% | +5.8% |
| All | +11.9% | +32.3% | -20.4% | +8.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling