+25.5%
ISRG vs ESI
+36.5%
-11.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | -2.0% | +5.5% | -7.6% | -3.7% |
| 30D | +5.6% | -7.8% | +13.3% | +7.6% |
| 3M | +10.5% | -15.0% | +25.6% | +15.1% |
| 6M | +2.6% | -24.9% | +27.5% | +9.5% |
| YTD | -21.7% | +33.2% | -54.9% | -37.3% |
| 1Y | -21.6% | +24.9% | -46.5% | -35.5% |
| 3Y | +57.0% | +77.8% | -20.7% | +1.0% |
| All | +25.5% | +36.5% | -11.0% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling