+63.3%
ISRG vs ELF
+18.9%
+44.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -4.0% |
| 7D | +4.8% | +4.0% | +0.8% | +4.3% |
| 30D | +9.2% | +10.6% | -1.3% | +8.0% |
| 3M | +21.2% | +25.8% | -4.7% | +18.0% |
| 6M | +0.2% | +89.1% | -88.8% | -6.7% |
| YTD | -20.1% | +52.7% | -72.8% | -24.4% |
| 1Y | -17.3% | +51.7% | -69.1% | -21.9% |
| 3Y | +63.3% | +14.2% | +49.1% | +49.5% |
| All | +63.3% | +18.9% | +44.4% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling