+147.6%
ISRG vs ESTC
+23.0%
+124.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.9% |
| 7D | +4.8% | -11.5% | +16.3% | +7.9% |
| 30D | +9.2% | -7.5% | +16.8% | +11.0% |
| 3M | +21.2% | +23.1% | -1.9% | +13.1% |
| 6M | +0.2% | +75.3% | -75.0% | -15.2% |
| YTD | -20.1% | +14.1% | -34.2% | -25.4% |
| 1Y | -17.3% | -0.6% | -16.8% | -20.5% |
| 3Y | +63.3% | +20.8% | +42.5% | +35.3% |
| 5Y | +24.1% | -48.8% | +72.8% | +22.3% |
| All | +147.6% | +23.0% | +124.6% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling