+536.3%
ISRG vs EAT
+375.0%
+161.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | +5.4% | -3.9% | +9.3% | +6.2% |
| 30D | +8.6% | +5.0% | +3.7% | +7.5% |
| 3M | +21.6% | -9.6% | +31.2% | +23.0% |
| 6M | +2.3% | +46.8% | -44.4% | -5.5% |
| YTD | -18.7% | +41.8% | -60.5% | -25.1% |
| 1Y | -17.8% | +98.3% | -116.1% | -29.0% |
| 3Y | +69.1% | +503.1% | -434.0% | +15.9% |
| 5Y | +26.5% | +356.7% | -330.2% | -12.2% |
| 10Y | +536.3% | +349.8% | +186.5% | +269.8% |
| All | +536.3% | +375.0% | +161.3% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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