+69.1%
ISRG vs EOG
+35.1%
+33.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | +5.4% | -6.0% | +11.4% | +5.6% |
| 30D | +8.6% | +0.9% | +7.8% | +8.4% |
| 3M | +21.6% | +10.9% | +10.7% | +20.5% |
| 6M | +2.3% | +15.8% | -13.4% | +0.4% |
| YTD | -18.7% | +45.8% | -64.5% | -24.2% |
| 1Y | -17.8% | +45.3% | -63.0% | -23.4% |
| 3Y | +69.1% | +36.2% | +32.9% | +62.3% |
| All | +69.1% | +35.1% | +33.9% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling