+17.4%
ISRG vs ELV
-6.4%
+23.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.4% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -7.6% | +2.0% | -9.5% | -7.7% |
| 3M | -16.4% | -3.5% | -12.9% | -16.3% |
| 6M | -28.6% | +40.2% | -68.8% | -30.3% |
| YTD | -38.2% | +15.8% | -54.0% | -38.9% |
| 1Y | -25.5% | +33.2% | -58.7% | -27.1% |
| 3Y | +17.4% | -6.2% | +23.7% | +14.9% |
| All | +17.4% | -6.4% | +23.8% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling