+17.4%
ISRG vs EOG
+21.8%
-4.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -5.2% | -2.0% | -3.2% | -5.0% |
| 30D | -7.6% | +7.9% | -15.4% | -8.1% |
| 3M | -16.4% | +4.5% | -20.8% | -16.9% |
| 6M | -28.6% | +12.3% | -40.9% | -30.0% |
| YTD | -38.2% | +41.9% | -80.0% | -42.2% |
| 1Y | -25.5% | +27.8% | -53.3% | -28.8% |
| 3Y | +17.4% | +21.8% | -4.4% | +13.4% |
| All | +17.4% | +21.8% | -4.4% | +13.4% |
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