+2.0%
ISRG vs EIX
+22.8%
-20.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -1.6% | -19.1% | +17.5% | +2.2% |
| 30D | -2.3% | -16.9% | +14.6% | +0.5% |
| 3M | -12.4% | -20.0% | +7.6% | -9.3% |
| 6M | -26.8% | -21.3% | -5.5% | -24.0% |
| YTD | -35.3% | -1.7% | -33.5% | -37.8% |
| 1Y | -19.3% | +9.6% | -28.9% | -25.6% |
| 3Y | +18.1% | -3.7% | +21.8% | +9.2% |
| All | +2.0% | +22.8% | -20.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling