+26.5%
ISRG vs EVRG
+68.4%
-42.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +5.4% | +1.7% | +3.8% | +4.8% |
| 30D | +8.6% | +8.7% | -0.1% | +5.6% |
| 3M | +21.6% | +6.4% | +15.2% | +18.9% |
| 6M | +2.3% | +9.4% | -7.1% | -1.0% |
| YTD | -18.7% | +24.5% | -43.1% | -25.4% |
| 1Y | -17.8% | +20.5% | -38.2% | -23.6% |
| 3Y | +69.1% | +101.6% | -32.5% | +24.1% |
| 5Y | +26.5% | +67.5% | -41.0% | +2.8% |
| All | +26.5% | +68.4% | -42.0% | +2.8% |
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 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