+23.9%
ISRG vs EAT
+361.6%
-337.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.7% |
| 7D | +4.8% | -2.6% | +7.5% | +5.5% |
| 30D | +9.2% | +11.5% | -2.2% | +6.5% |
| 3M | +21.2% | -9.1% | +30.3% | +22.8% |
| 6M | +0.2% | +40.4% | -40.2% | -8.5% |
| YTD | -20.1% | +43.9% | -64.0% | -28.2% |
| 1Y | -17.3% | +101.9% | -119.3% | -32.1% |
| 3Y | +63.3% | +489.9% | -426.6% | -5.2% |
| All | +23.9% | +361.6% | -337.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling