+96.0%
ISRG vs ELAN
-24.0%
+120.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | -2.3% | -6.6% | +4.3% | -0.8% |
| 3M | -12.4% | -0.8% | -11.6% | -12.8% |
| 6M | -26.8% | +0.2% | -27.1% | -28.0% |
| YTD | -35.3% | +8.3% | -43.5% | -37.9% |
| 1Y | -19.3% | +40.2% | -59.6% | -28.4% |
| 3Y | +18.1% | +97.7% | -79.6% | -12.9% |
| 5Y | +2.6% | -28.3% | +30.9% | +7.4% |
| All | +96.0% | -24.0% | +120.1% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling