+2.0%
ISRG vs ESI
+72.3%
-70.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.9% |
| 7D | -1.6% | +3.3% | -4.9% | -2.7% |
| 30D | -2.3% | -5.9% | +3.6% | -0.4% |
| 3M | -12.4% | -14.1% | +1.6% | -9.5% |
| 6M | -26.8% | +6.6% | -33.4% | -32.4% |
| YTD | -35.3% | +45.0% | -80.3% | -48.6% |
| 1Y | -19.3% | +41.5% | -60.8% | -35.7% |
| 3Y | +18.1% | +78.8% | -60.6% | -20.3% |
| All | +2.0% | +72.3% | -70.3% | -32.0% |
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