+536.3%
ISRG vs ES
+82.6%
+453.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +5.4% | -0.1% | +5.5% | +5.5% |
| 30D | +8.6% | +5.7% | +2.9% | +6.3% |
| 3M | +21.6% | -2.8% | +24.4% | +22.6% |
| 6M | +2.3% | +7.0% | -4.6% | -0.7% |
| YTD | -18.7% | +6.8% | -25.5% | -21.4% |
| 1Y | -17.8% | -0.5% | -17.3% | -18.9% |
| 3Y | +69.1% | +47.2% | +21.9% | +35.3% |
| 5Y | +26.5% | +2.3% | +24.2% | +20.6% |
| 10Y | +536.3% | +85.6% | +450.6% | +412.9% |
| All | +536.3% | +82.6% | +453.7% | +412.9% |
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