+23.9%
ISRG vs ESI
+28.5%
-4.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -4.0% |
| 7D | +4.8% | -8.5% | +13.3% | +7.5% |
| 30D | +9.2% | -15.7% | +24.9% | +14.6% |
| 3M | +21.2% | -18.2% | +39.4% | +27.6% |
| 6M | +0.2% | -28.8% | +29.1% | +8.6% |
| YTD | -20.1% | +26.3% | -46.3% | -34.9% |
| 1Y | -17.3% | +18.2% | -35.6% | -30.8% |
| 3Y | +63.3% | +68.1% | -4.8% | +7.1% |
| All | +23.9% | +28.5% | -4.6% | -11.1% |
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