+18,214.7%
ISRG vs ELV
+2,444.2%
+15,770.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.2% |
| 7D | -1.6% | +3.3% | -4.9% | -2.8% |
| 30D | -2.3% | +4.2% | -6.4% | -3.8% |
| 3M | -12.4% | -0.1% | -12.4% | -13.0% |
| 6M | -26.8% | +41.3% | -68.1% | -36.4% |
| YTD | -35.3% | +17.4% | -52.7% | -40.3% |
| 1Y | -19.3% | +35.1% | -54.4% | -29.9% |
| 3Y | +18.1% | -3.2% | +21.4% | +11.9% |
| 5Y | +2.6% | +15.6% | -13.0% | -11.2% |
| 10Y | +379.4% | +276.8% | +102.7% | +148.3% |
| All | +18,214.7% | +2,444.2% | +15,770.4% | +5,846.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling