+22,351.6%
ISRG vs ELV
+2,593.2%
+19,758.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.8% | -1.1% | -5.7% | -6.4% |
| 30D | +5.1% | +1.8% | +3.4% | +4.5% |
| 3M | +12.0% | +10.5% | +1.5% | +7.9% |
| 6M | +7.0% | +13.5% | -6.4% | +1.4% |
| YTD | -20.6% | +24.3% | -44.9% | -28.3% |
| 1Y | -21.4% | +38.9% | -60.4% | -32.2% |
| 3Y | +62.0% | -1.5% | +63.5% | +52.8% |
| 5Y | +28.1% | +7.3% | +20.9% | +14.9% |
| 10Y | +550.7% | +268.7% | +282.0% | +241.3% |
| All | +22,351.6% | +2,593.2% | +19,758.4% | +7,038.9% |
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