+356.0%
ISRG vs EAT
+373.3%
-17.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.2% | -3.9% |
| 7D | -5.2% | -4.9% | -0.3% | -4.3% |
| 30D | -7.6% | -1.2% | -6.4% | -7.6% |
| 3M | -16.4% | +52.2% | -68.6% | -22.7% |
| 6M | -28.6% | +65.0% | -93.6% | -35.5% |
| YTD | -38.2% | +55.0% | -93.2% | -43.7% |
| 1Y | -25.5% | +42.1% | -67.6% | -31.5% |
| 3Y | +17.4% | +614.7% | -597.3% | -21.6% |
| 5Y | -3.0% | +322.7% | -325.7% | -31.8% |
| 10Y | +356.0% | +382.0% | -26.1% | +173.4% |
| All | +356.0% | +373.3% | -17.3% | +173.4% |
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