+796.1%
ISRG vs ESI
+224.6%
+571.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.6% |
| 7D | -1.6% | +3.3% | -4.9% | -2.5% |
| 30D | -2.3% | -5.9% | +3.6% | -0.8% |
| 3M | -12.4% | -14.1% | +1.6% | -10.0% |
| 6M | -26.8% | +6.6% | -33.4% | -30.2% |
| YTD | -35.3% | +45.0% | -80.3% | -43.8% |
| 1Y | -19.3% | +41.5% | -60.8% | -29.7% |
| 3Y | +18.1% | +78.8% | -60.6% | -5.2% |
| 5Y | +2.6% | +70.9% | -68.2% | -17.3% |
| 10Y | +379.4% | +317.1% | +62.4% | +203.6% |
| All | +796.1% | +224.6% | +571.5% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling