+146.1%
ISRG vs ESTC
+24.6%
+121.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.1% | -1.4% |
| 7D | +2.1% | -3.6% | +5.7% | +3.0% |
| 30D | +6.2% | -11.2% | +17.3% | +9.0% |
| 3M | +14.4% | +14.3% | +0.1% | +8.9% |
| 6M | 0.0% | +67.0% | -67.0% | -14.3% |
| YTD | -20.5% | +15.7% | -36.2% | -26.1% |
| 1Y | -21.9% | -6.3% | -15.6% | -23.7% |
| 3Y | +62.2% | +14.5% | +47.7% | +36.8% |
| 5Y | +25.2% | -49.9% | +75.1% | +24.6% |
| All | +146.1% | +24.6% | +121.4% | +46.1% |
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