+537.3%
ISRG vs EL
+60.9%
+476.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +2.1% | +7.6% | -5.5% | -0.3% |
| 30D | +6.2% | +15.7% | -9.5% | +1.2% |
| 3M | +14.4% | +30.5% | -16.1% | +4.2% |
| 6M | 0.0% | +32.5% | -32.6% | -9.8% |
| YTD | -20.5% | +9.4% | -30.0% | -25.3% |
| 1Y | -21.9% | +28.4% | -50.2% | -30.8% |
| 3Y | +62.2% | +4.4% | +57.7% | +40.9% |
| 5Y | +25.2% | -64.5% | +89.7% | +78.3% |
| 10Y | +537.3% | +64.9% | +472.4% | +435.7% |
| All | +537.3% | +60.9% | +476.5% | +435.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling