+25.5%
ISRG vs EL
-65.2%
+90.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -2.0% | +1.5% | -3.6% | -2.4% |
| 30D | +5.6% | +10.0% | -4.4% | +3.1% |
| 3M | +10.5% | +28.4% | -17.9% | +3.5% |
| 6M | +2.6% | +37.1% | -34.4% | -5.8% |
| YTD | -21.7% | +7.8% | -29.5% | -24.9% |
| 1Y | -21.6% | +26.0% | -47.6% | -28.0% |
| 3Y | +57.0% | +3.8% | +53.2% | +39.7% |
| All | +25.5% | -65.2% | +90.7% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling