-24.4%
ISRG vs EVRG
+19.4%
-43.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -5.0% | +0.6% | -5.6% | -5.0% |
| 30D | -10.2% | -0.2% | -10.0% | -10.2% |
| 3M | -17.2% | -0.5% | -16.7% | -16.8% |
| 6M | -28.4% | +0.2% | -28.6% | -27.9% |
| YTD | -37.6% | +14.9% | -52.5% | -37.5% |
| 1Y | -24.4% | +18.2% | -42.7% | -26.4% |
| All | -24.4% | +19.4% | -43.8% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling