+550.7%
ISRG vs ES
+92.3%
+458.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | +5.1% | +6.7% | -1.6% | +2.5% |
| 3M | +12.0% | +0.3% | +11.7% | +11.6% |
| 6M | +7.0% | +7.4% | -0.4% | +3.7% |
| YTD | -20.6% | +8.4% | -29.0% | -23.8% |
| 1Y | -21.4% | +0.6% | -22.1% | -22.8% |
| 3Y | +62.0% | +50.6% | +11.4% | +28.5% |
| 5Y | +28.1% | +4.8% | +23.3% | +20.9% |
| 10Y | +550.7% | +93.1% | +457.6% | +429.9% |
| All | +550.7% | +92.3% | +458.4% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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