+539.2%
ISRG vs EOG
+141.0%
+398.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -2.0% | +7.6% | -9.6% | -3.5% |
| 30D | +5.6% | +3.4% | +2.2% | +4.6% |
| 3M | +10.5% | +12.7% | -2.2% | +7.4% |
| 6M | +2.6% | +19.0% | -16.4% | -2.0% |
| YTD | -21.7% | +55.6% | -77.2% | -30.0% |
| 1Y | -21.6% | +49.5% | -71.1% | -29.3% |
| 3Y | +57.0% | +43.2% | +13.9% | +41.2% |
| 5Y | +25.0% | +111.8% | -86.9% | -0.1% |
| All | +539.2% | +141.0% | +398.2% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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