+370.1%
ISRG vs EVRG
+111.7%
+258.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -5.0% | +0.6% | -5.6% | -5.3% |
| 30D | -10.2% | -0.2% | -10.0% | -10.2% |
| 3M | -17.2% | -0.5% | -16.7% | -17.2% |
| 6M | -28.4% | +0.2% | -28.6% | -28.8% |
| YTD | -37.6% | +14.9% | -52.5% | -41.9% |
| 1Y | -24.4% | +18.2% | -42.7% | -30.6% |
| 3Y | +18.4% | +70.2% | -51.7% | -9.7% |
| 5Y | -1.0% | +45.3% | -46.3% | -19.0% |
| 10Y | +370.1% | +112.4% | +257.7% | +232.0% |
| All | +370.1% | +111.7% | +258.4% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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