+151.8%
ISRG vs ESTC
+28.9%
+122.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.1% | +0.5% |
| 7D | +5.4% | -1.2% | +6.6% | +5.7% |
| 30D | +8.6% | -8.1% | +16.7% | +10.6% |
| 3M | +21.6% | +20.2% | +1.4% | +14.3% |
| 6M | +2.3% | +72.7% | -70.4% | -13.1% |
| YTD | -18.7% | +19.6% | -38.3% | -25.0% |
| 1Y | -17.8% | +0.3% | -18.0% | -21.1% |
| 3Y | +69.1% | +22.8% | +46.3% | +39.8% |
| 5Y | +26.5% | -50.9% | +77.3% | +26.9% |
| All | +151.8% | +28.9% | +122.9% | +48.2% |
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