+63.3%
ISRG vs ES
+46.3%
+17.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.0% |
| 7D | +4.8% | +1.9% | +2.9% | +4.6% |
| 30D | +9.2% | +7.1% | +2.2% | +8.4% |
| 3M | +21.2% | -1.9% | +23.1% | +21.4% |
| 6M | +0.2% | +4.4% | -4.1% | -0.3% |
| YTD | -20.1% | +7.3% | -27.4% | -20.7% |
| 1Y | -17.3% | +2.1% | -19.5% | -17.9% |
| 3Y | +63.3% | +41.8% | +21.5% | +50.9% |
| All | +63.3% | +46.3% | +17.0% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling