+536.3%
ISRG vs EL
+63.1%
+473.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.8% |
| 7D | +5.4% | +8.0% | -2.6% | +2.9% |
| 30D | +8.6% | +15.4% | -6.8% | +3.6% |
| 3M | +21.6% | +28.5% | -6.9% | +11.3% |
| 6M | +2.3% | +32.2% | -29.9% | -7.6% |
| YTD | -18.7% | +9.2% | -27.9% | -23.5% |
| 1Y | -17.8% | +30.8% | -48.5% | -27.6% |
| 3Y | +69.1% | +3.7% | +65.4% | +47.3% |
| 5Y | +26.5% | -64.8% | +91.3% | +80.8% |
| 10Y | +536.3% | +60.0% | +476.2% | +429.6% |
| All | +536.3% | +63.1% | +473.2% | +429.6% |
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