+550.7%
ISRG vs EVRG
+124.9%
+425.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.8% | +2.5% | -9.2% | -7.8% |
| 30D | +5.1% | +8.4% | -3.3% | +1.4% |
| 3M | +12.0% | +8.6% | +3.4% | +7.9% |
| 6M | +7.0% | +7.7% | -0.6% | +3.3% |
| YTD | -20.6% | +25.0% | -45.6% | -28.7% |
| 1Y | -21.4% | +18.7% | -40.2% | -27.9% |
| 3Y | +62.0% | +102.1% | -40.1% | +14.3% |
| 5Y | +28.1% | +66.8% | -38.7% | -1.5% |
| 10Y | +550.7% | +123.5% | +427.2% | +351.3% |
| All | +550.7% | +124.9% | +425.8% | +351.3% |
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