+63.3%
ISRG vs EL
+3.8%
+59.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.7% |
| 7D | +4.8% | +0.8% | +4.1% | +4.7% |
| 30D | +9.2% | +16.5% | -7.3% | +6.6% |
| 3M | +21.2% | +29.2% | -8.0% | +16.0% |
| 6M | +0.2% | +27.9% | -27.7% | -4.1% |
| YTD | -20.1% | +6.2% | -26.2% | -22.2% |
| 1Y | -17.3% | +27.2% | -44.5% | -21.9% |
| 3Y | +63.3% | +3.2% | +60.1% | +47.3% |
| All | +63.3% | +3.8% | +59.5% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling