+2.0%
ISRG vs ESTC
-46.4%
+48.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | +0.1% |
| 7D | -1.6% | -8.1% | +6.5% | +0.1% |
| 30D | -2.3% | +31.7% | -33.9% | -8.8% |
| 3M | -12.4% | +41.1% | -53.5% | -19.8% |
| 6M | -26.8% | +77.1% | -103.9% | -36.8% |
| YTD | -35.3% | +21.7% | -57.0% | -39.5% |
| 1Y | -19.3% | +8.4% | -27.7% | -23.3% |
| 3Y | +18.1% | +23.6% | -5.5% | -0.2% |
| All | +2.0% | -46.4% | +48.4% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling