+539.2%
ISRG vs EAT
+320.8%
+218.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -2.0% | -4.0% | +2.0% | -1.3% |
| 30D | +5.6% | -2.9% | +8.5% | +5.9% |
| 3M | +10.5% | -16.9% | +27.4% | +13.7% |
| 6M | +2.6% | +57.0% | -54.3% | -6.4% |
| YTD | -21.7% | +38.2% | -59.9% | -27.5% |
| 1Y | -21.6% | +69.3% | -90.8% | -30.3% |
| 3Y | +57.0% | +483.0% | -425.9% | +8.2% |
| 5Y | +25.0% | +364.1% | -339.2% | -13.5% |
| All | +539.2% | +320.8% | +218.4% | +272.5% |
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