+1.6%
ISRG vs EOG
+169.3%
-167.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | -2.3% | +8.2% | -10.4% | -3.4% |
| 3M | -12.4% | +3.8% | -16.3% | -13.3% |
| 6M | -26.8% | +15.3% | -42.2% | -29.1% |
| YTD | -35.3% | +41.7% | -77.0% | -39.8% |
| 1Y | -19.3% | +23.6% | -42.9% | -23.1% |
| 3Y | +18.1% | +23.3% | -5.1% | +11.3% |
| All | +1.6% | +169.3% | -167.7% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling