+550.7%
ISRG vs EIX
+34.4%
+516.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -6.8% | -2.5% | -4.2% | -6.0% |
| 30D | +5.1% | +7.7% | -2.6% | +2.9% |
| 3M | +12.0% | -12.9% | +24.9% | +14.6% |
| 6M | +7.0% | -12.7% | +19.7% | +8.9% |
| YTD | -20.6% | +5.5% | -26.1% | -24.9% |
| 1Y | -21.4% | +9.4% | -30.8% | -26.7% |
| 3Y | +62.0% | +9.7% | +52.3% | +46.2% |
| 5Y | +28.1% | +16.9% | +11.2% | +11.7% |
| 10Y | +550.7% | +34.3% | +516.4% | +401.6% |
| All | +550.7% | +34.4% | +516.3% | +401.6% |
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