+533.8%
ISRG vs EVRG
+123.3%
+410.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -6.1% | +1.0% | -7.1% | -6.5% |
| 30D | +4.2% | +7.5% | -3.3% | +1.0% |
| 3M | +9.6% | +6.8% | +2.8% | +6.3% |
| 6M | +1.9% | +7.7% | -5.9% | -1.7% |
| YTD | -22.3% | +24.9% | -47.2% | -30.2% |
| 1Y | -23.2% | +18.1% | -41.3% | -29.3% |
| 3Y | +58.5% | +101.9% | -43.4% | +11.9% |
| 5Y | +23.9% | +67.0% | -43.1% | -4.8% |
| All | +533.8% | +123.3% | +410.5% | +339.8% |
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