+22,229.9%
ISRG vs EFX
+1,474.3%
+20,755.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.3% |
| 7D | +4.8% | +2.7% | +2.1% | +3.4% |
| 30D | +9.2% | +33.1% | -23.9% | -6.0% |
| 3M | +21.2% | +8.2% | +13.0% | +15.0% |
| 6M | +0.2% | +10.2% | -9.9% | -6.3% |
| YTD | -20.1% | -11.8% | -8.2% | -18.0% |
| 1Y | -17.3% | -6.1% | -11.3% | -18.0% |
| 3Y | +63.3% | +7.5% | +55.8% | +43.3% |
| 5Y | +24.1% | -30.7% | +54.8% | +34.4% |
| 10Y | +507.0% | +68.7% | +438.3% | +277.4% |
| All | +22,229.9% | +1,474.3% | +20,755.5% | +4,312.3% |
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 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