+5.7%
ISRG vs ELAN
-31.8%
+37.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +5.0% | +2.8% |
| 7D | -2.5% | -6.4% | +3.9% | -1.0% |
| 30D | -10.2% | +0.6% | -10.7% | -10.4% |
| 3M | -12.5% | 0.0% | -12.5% | -12.9% |
| 6M | -25.8% | -3.4% | -22.4% | -26.2% |
| YTD | -36.4% | +1.0% | -37.4% | -37.5% |
| 1Y | -19.9% | +24.7% | -44.6% | -25.6% |
| 3Y | +20.9% | +97.2% | -76.4% | -8.7% |
| 5Y | +5.7% | -31.5% | +37.2% | +25.9% |
| All | +5.7% | -31.8% | +37.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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