+63.3%
ISRG vs ESTC
+18.0%
+45.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.7% |
| 7D | +4.8% | -11.5% | +16.3% | +6.6% |
| 30D | +9.2% | -7.5% | +16.8% | +10.3% |
| 3M | +21.2% | +23.1% | -1.9% | +16.4% |
| 6M | +0.2% | +75.3% | -75.0% | -9.2% |
| YTD | -20.1% | +14.1% | -34.2% | -23.3% |
| 1Y | -17.3% | -0.6% | -16.8% | -19.3% |
| 3Y | +63.3% | +20.8% | +42.5% | +57.0% |
| All | +63.3% | +18.0% | +45.3% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling