+551.4%
ISRG vs ELV
+269.2%
+282.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.2% |
| 7D | +2.1% | +3.8% | -1.7% | +0.8% |
| 30D | +6.2% | +4.1% | +2.0% | +4.7% |
| 3M | +14.4% | +8.5% | +5.9% | +11.1% |
| 6M | 0.0% | +14.6% | -14.6% | -5.3% |
| YTD | -20.5% | +24.4% | -44.9% | -27.8% |
| 1Y | -21.9% | +44.2% | -66.1% | -33.1% |
| 3Y | +62.2% | -1.4% | +63.6% | +54.3% |
| 5Y | +25.2% | +8.8% | +16.4% | +11.2% |
| All | +551.4% | +269.2% | +282.2% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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