-3.0%
ISRG vs EFX
-35.1%
+32.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.2% |
| 7D | -5.2% | -7.8% | +2.7% | -1.8% |
| 30D | -7.6% | -5.7% | -1.8% | -5.4% |
| 3M | -16.4% | +2.5% | -18.9% | -17.7% |
| 6M | -28.6% | -16.7% | -11.9% | -23.6% |
| YTD | -38.2% | -20.2% | -18.0% | -33.2% |
| 1Y | -25.5% | -31.4% | +5.9% | -13.9% |
| 3Y | +17.4% | -10.5% | +27.9% | +10.8% |
| 5Y | -3.0% | -35.2% | +32.2% | +9.3% |
| All | -3.0% | -35.1% | +32.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling