-21.6%
ISRG vs EL
+23.3%
-44.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -2.0% | +1.5% | -3.6% | -2.3% |
| 30D | +5.6% | +10.0% | -4.4% | +3.7% |
| 3M | +10.5% | +28.4% | -17.9% | +5.6% |
| 6M | +2.6% | +37.1% | -34.4% | -3.1% |
| YTD | -21.7% | +7.8% | -29.5% | -25.3% |
| 1Y | -21.6% | +26.0% | -47.6% | -26.6% |
| All | -21.6% | +23.3% | -44.9% | -26.6% |
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 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