+22,093.8%
ISRG vs EFX
+1,463.0%
+20,630.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +6.2% | +29.1% | -23.0% | -7.2% |
| 3M | +14.4% | +4.3% | +10.1% | +10.6% |
| 6M | 0.0% | +7.7% | -7.7% | -5.5% |
| YTD | -20.5% | -12.5% | -8.1% | -18.2% |
| 1Y | -21.9% | -8.8% | -13.1% | -21.4% |
| 3Y | +62.2% | +4.3% | +57.8% | +44.5% |
| 5Y | +25.2% | -29.4% | +54.6% | +34.3% |
| 10Y | +537.3% | +78.1% | +459.2% | +284.3% |
| All | +22,093.8% | +1,463.0% | +20,630.7% | +4,300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling