-22.0%
ISRG vs ESI
+38.8%
-60.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.0% |
| 7D | -1.6% | +3.3% | -4.9% | -1.7% |
| 30D | -2.3% | -5.9% | +3.6% | -2.0% |
| 3M | -12.4% | -14.1% | +1.6% | -12.5% |
| 6M | -26.8% | +6.6% | -33.4% | -30.2% |
| YTD | -35.3% | +45.0% | -80.3% | -42.6% |
| All | -22.0% | +38.8% | -60.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling