-10.5%
ISRG vs EL
+25.6%
-36.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.3% | +3.1% | +8.1% |
| 7D | +8.5% | +2.5% | +6.0% | +8.0% |
| 30D | +18.6% | +20.1% | -1.5% | +14.8% |
| 3M | +30.9% | +29.3% | +1.6% | +24.9% |
| 6M | +6.6% | +38.8% | -32.2% | +0.6% |
| YTD | -14.9% | +8.1% | -23.0% | -18.9% |
| 1Y | -10.5% | +22.3% | -32.9% | -15.1% |
| All | -10.5% | +25.6% | -36.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling