+356.0%
ISRG vs EIX
+23.2%
+332.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.5% | -9.0% | -5.9% |
| 7D | -5.2% | +0.9% | -6.1% | -5.6% |
| 30D | -7.6% | -13.5% | +6.0% | -5.2% |
| 3M | -16.4% | -15.3% | -1.1% | -14.0% |
| 6M | -28.6% | -15.3% | -13.2% | -26.8% |
| YTD | -38.2% | +2.7% | -40.9% | -41.1% |
| 1Y | -25.5% | +17.4% | -42.9% | -32.6% |
| 3Y | +17.4% | -1.3% | +18.8% | +10.0% |
| 5Y | -3.0% | +27.2% | -30.2% | -18.3% |
| 10Y | +356.0% | +22.7% | +333.2% | +254.2% |
| All | +356.0% | +23.2% | +332.8% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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