+359.5%
ISRG vs ELF
+357.0%
+2.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.2% |
| 7D | -1.6% | +5.4% | -6.9% | -2.4% |
| 30D | -2.3% | +27.0% | -29.2% | -6.2% |
| 3M | -12.4% | +113.2% | -125.6% | -23.0% |
| 6M | -26.8% | +36.6% | -63.4% | -31.2% |
| YTD | -35.3% | +44.2% | -79.5% | -40.0% |
| 1Y | -19.3% | -18.0% | -1.3% | -19.7% |
| 3Y | +18.1% | -19.9% | +38.1% | +9.4% |
| 5Y | +2.6% | +257.7% | -255.1% | -31.9% |
| All | +359.5% | +357.0% | +2.6% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling