+25.5%
ISRG vs EIX
+18.4%
+7.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | +5.6% | +8.5% | -3.0% | +3.8% |
| 3M | +10.5% | -13.5% | +24.0% | +12.9% |
| 6M | +2.6% | -12.4% | +15.0% | +3.9% |
| YTD | -21.7% | +5.9% | -27.6% | -26.0% |
| 1Y | -21.6% | +7.6% | -29.2% | -26.3% |
| 3Y | +57.0% | +12.8% | +44.3% | +36.9% |
| All | +25.5% | +18.4% | +7.1% | +4.8% |
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