+17,983.8%
ISRG vs EIX
+497.9%
+17,485.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | -1.6% | -19.1% | +17.5% | +2.5% |
| 30D | -2.3% | -16.9% | +14.6% | +0.9% |
| 3M | -12.4% | -20.0% | +7.6% | -8.9% |
| 6M | -26.8% | -21.3% | -5.5% | -23.8% |
| YTD | -35.3% | -1.7% | -33.5% | -36.5% |
| 1Y | -19.3% | +9.6% | -28.9% | -23.4% |
| 3Y | +18.1% | -3.7% | +21.8% | +14.1% |
| 5Y | +2.6% | +22.6% | -20.0% | -7.3% |
| 10Y | +379.4% | +17.7% | +361.8% | +323.1% |
| All | +17,983.8% | +497.9% | +17,485.9% | +14,481.8% |
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 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