-3.0%
ISRG vs EVRG
+49.3%
-52.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.8% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | -7.6% | -0.5% | -7.0% | -7.5% |
| 3M | -16.4% | +1.5% | -17.9% | -16.9% |
| 6M | -28.6% | +1.2% | -29.7% | -29.0% |
| YTD | -38.2% | +16.3% | -54.5% | -41.9% |
| 1Y | -25.5% | +20.3% | -45.8% | -31.0% |
| 3Y | +17.4% | +72.3% | -54.9% | -7.6% |
| 5Y | -3.0% | +46.7% | -49.7% | -19.0% |
| All | -3.0% | +49.3% | -52.3% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling