-20.1%
ISRG vs ESI
+19.1%
-39.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +1.8% |
| 7D | +5.4% | -3.5% | +8.9% | +5.3% |
| 30D | +8.6% | -9.3% | +17.9% | +8.4% |
| 3M | +21.6% | -12.8% | +34.4% | +21.5% |
| 6M | +2.3% | -24.6% | +26.9% | +2.3% |
| YTD | -18.7% | +32.7% | -51.4% | -29.2% |
| All | -20.1% | +19.1% | -39.2% | -28.5% |
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