+17,983.8%
ISRG vs EFX
+1,370.2%
+16,613.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.5% | +2.3% |
| 7D | -1.6% | -8.6% | +7.1% | +2.8% |
| 30D | -2.3% | +0.1% | -2.4% | -2.7% |
| 3M | -12.4% | +3.8% | -16.3% | -14.7% |
| 6M | -26.8% | -13.5% | -13.3% | -22.7% |
| YTD | -35.3% | -17.7% | -17.6% | -30.6% |
| 1Y | -19.3% | -25.6% | +6.3% | -9.6% |
| 3Y | +18.1% | -12.1% | +30.2% | +15.7% |
| 5Y | +2.6% | -33.8% | +36.5% | +14.4% |
| 10Y | +379.4% | +45.1% | +334.3% | +225.5% |
| All | +17,983.8% | +1,370.2% | +16,613.6% | +3,631.4% |
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 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