-21.9%
ISRG vs EOG
+47.6%
-69.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -1.7% |
| 7D | +2.1% | -2.4% | +4.5% | +1.6% |
| 30D | +6.2% | +2.9% | +3.2% | +7.1% |
| 3M | +14.4% | +7.2% | +7.2% | +16.9% |
| 6M | 0.0% | +18.2% | -18.2% | +4.9% |
| YTD | -20.5% | +48.9% | -69.4% | -13.3% |
| 1Y | -21.9% | +46.7% | -68.6% | -14.8% |
| All | -21.9% | +47.6% | -69.5% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling