+25.5%
ISRG vs ELF
+272.3%
-246.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.2% |
| 7D | -2.0% | +1.6% | -3.6% | -2.3% |
| 30D | +5.6% | +9.1% | -3.6% | +4.0% |
| 3M | +10.5% | +28.2% | -17.6% | +5.9% |
| 6M | +2.6% | +119.5% | -116.9% | -10.5% |
| YTD | -21.7% | +55.2% | -76.8% | -28.4% |
| 1Y | -21.6% | +58.6% | -80.2% | -28.7% |
| 3Y | +57.0% | +21.3% | +35.8% | +26.1% |
| All | +25.5% | +272.3% | -246.8% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling