+525.5%
ISRG vs ELF
+342.6%
+182.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -4.3% |
| 7D | +4.8% | +4.0% | +0.8% | +4.1% |
| 30D | +9.2% | +10.6% | -1.3% | +7.4% |
| 3M | +21.2% | +25.8% | -4.7% | +16.4% |
| 6M | +0.2% | +89.1% | -88.8% | -10.4% |
| YTD | -20.1% | +52.7% | -72.8% | -26.8% |
| 1Y | -17.3% | +51.7% | -69.1% | -24.4% |
| 3Y | +63.3% | +14.2% | +49.1% | +41.6% |
| 5Y | +24.1% | +270.7% | -246.6% | -18.4% |
| All | +525.5% | +342.6% | +182.9% | +244.7% |
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