+550.7%
ISRG vs ELF
+335.0%
+215.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.8% | +4.3% | -11.0% | -7.4% |
| 30D | +5.1% | +7.7% | -2.6% | +3.8% |
| 3M | +12.0% | +24.7% | -12.7% | +7.8% |
| 6M | +7.0% | +114.6% | -107.6% | -6.4% |
| YTD | -20.6% | +55.8% | -76.4% | -27.6% |
| 1Y | -21.4% | +51.9% | -73.4% | -28.1% |
| 3Y | +62.0% | +24.6% | +37.4% | +38.1% |
| 5Y | +28.1% | +279.2% | -251.0% | -16.2% |
| 10Y | +550.7% | +338.7% | +212.0% | +259.7% |
| All | +550.7% | +335.0% | +215.7% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling