+19.2%
ISRG vs EL
-31.7%
+50.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | -2.3% | +19.8% | -22.1% | -5.0% |
| 3M | -12.4% | +25.7% | -38.2% | -15.4% |
| 6M | -26.8% | +5.4% | -32.3% | -28.1% |
| YTD | -35.3% | +0.2% | -35.5% | -36.3% |
| 1Y | -19.3% | +20.4% | -39.8% | -22.8% |
| All | +19.2% | -31.7% | +50.9% | +13.3% |
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