+17,983.8%
ISRG vs ES
+652.9%
+17,331.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -2.3% | -2.0% | -0.3% | -1.5% |
| 3M | -12.4% | +1.7% | -14.1% | -13.3% |
| 6M | -26.8% | -3.5% | -23.3% | -26.0% |
| YTD | -35.3% | +7.9% | -43.2% | -38.0% |
| 1Y | -19.3% | +17.2% | -36.5% | -26.6% |
| 3Y | +18.1% | +29.3% | -11.2% | -1.2% |
| 5Y | +2.6% | -5.7% | +8.4% | -0.2% |
| 10Y | +379.4% | +85.2% | +294.2% | +218.7% |
| All | +17,983.8% | +652.9% | +17,331.0% | +5,676.4% |
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