+145.8%
ISRG vs ESTC
+24.7%
+121.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -6.8% | -2.6% | -4.1% | -6.2% |
| 30D | +5.1% | -8.6% | +13.7% | +7.2% |
| 3M | +12.0% | +14.4% | -2.3% | +6.7% |
| 6M | +7.0% | +73.3% | -66.3% | -9.3% |
| YTD | -20.6% | +15.7% | -36.4% | -26.2% |
| 1Y | -21.4% | -7.6% | -13.9% | -23.0% |
| 3Y | +62.0% | +14.6% | +47.4% | +36.6% |
| 5Y | +28.1% | -50.0% | +78.2% | +27.7% |
| All | +145.8% | +24.7% | +121.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling