+23.9%
ISRG vs ESTC
-48.9%
+72.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.8% |
| 7D | +4.8% | -11.5% | +16.3% | +7.5% |
| 30D | +9.2% | -7.5% | +16.8% | +10.8% |
| 3M | +21.2% | +23.1% | -1.9% | +14.2% |
| 6M | +0.2% | +75.3% | -75.0% | -13.3% |
| YTD | -20.1% | +14.1% | -34.2% | -24.6% |
| 1Y | -17.3% | -0.6% | -16.8% | -20.0% |
| 3Y | +63.3% | +20.8% | +42.5% | +38.2% |
| All | +23.9% | -48.9% | +72.8% | +13.1% |
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 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