+19.2%
ISRG vs ELF
-19.9%
+39.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.1% |
| 7D | -1.6% | +5.4% | -6.9% | -2.1% |
| 30D | -2.3% | +27.0% | -29.2% | -4.9% |
| 3M | -12.4% | +113.2% | -125.6% | -19.5% |
| 6M | -26.8% | +36.6% | -63.4% | -29.7% |
| YTD | -35.3% | +44.2% | -79.5% | -38.4% |
| 1Y | -19.3% | -18.0% | -1.3% | -19.6% |
| All | +19.2% | -19.9% | +39.1% | +8.5% |
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