+23,005.1%
ISRG vs ES
+671.0%
+22,334.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.8% |
| 7D | +4.4% | +5.9% | -1.5% | +1.7% |
| 30D | +15.8% | +10.2% | +5.5% | +10.6% |
| 3M | +24.9% | +0.4% | +24.5% | +24.2% |
| 6M | +3.8% | +6.9% | -3.1% | +0.1% |
| YTD | -17.3% | +10.5% | -27.8% | -21.9% |
| 1Y | -14.6% | +3.2% | -17.8% | -17.4% |
| 3Y | +68.2% | +49.0% | +19.2% | +31.2% |
| 5Y | +28.4% | +4.5% | +23.9% | +18.6% |
| 10Y | +528.0% | +92.3% | +435.7% | +309.4% |
| All | +23,005.1% | +671.0% | +22,334.0% | +7,182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling