+23.9%
ISRG vs EFX
-31.2%
+55.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.4% |
| 7D | +4.8% | +2.7% | +2.1% | +3.6% |
| 30D | +9.2% | +33.1% | -23.9% | -4.0% |
| 3M | +21.2% | +8.2% | +13.0% | +16.0% |
| 6M | +0.2% | +10.2% | -9.9% | -5.2% |
| YTD | -20.1% | -11.8% | -8.2% | -17.7% |
| 1Y | -17.3% | -6.1% | -11.3% | -17.6% |
| 3Y | +63.3% | +7.5% | +55.8% | +39.3% |
| All | +23.9% | -31.2% | +55.1% | +35.8% |
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