+22,229.9%
ISRG vs EIX
+535.6%
+21,694.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.7% |
| 7D | +4.8% | +1.0% | +3.8% | +4.6% |
| 30D | +9.2% | +9.1% | +0.1% | +7.0% |
| 3M | +21.2% | -10.2% | +31.4% | +22.5% |
| 6M | +0.2% | -11.2% | +11.5% | +1.3% |
| YTD | -20.1% | +4.5% | -24.5% | -22.9% |
| 1Y | -17.3% | +10.9% | -28.2% | -21.6% |
| 3Y | +63.3% | +8.4% | +54.9% | +53.0% |
| 5Y | +24.1% | +18.0% | +6.1% | +13.2% |
| 10Y | +507.0% | +30.3% | +476.7% | +422.1% |
| All | +22,229.9% | +535.6% | +21,694.3% | +17,610.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling