+17,983.8%
ISRG vs EOG
+2,522.3%
+15,461.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | -2.3% | +8.2% | -10.4% | -4.3% |
| 3M | -12.4% | +3.8% | -16.3% | -13.9% |
| 6M | -26.8% | +15.3% | -42.2% | -30.4% |
| YTD | -35.3% | +41.7% | -77.0% | -41.9% |
| 1Y | -19.3% | +23.6% | -42.9% | -25.1% |
| 3Y | +18.1% | +23.3% | -5.1% | +8.1% |
| 5Y | +2.6% | +170.4% | -167.8% | -26.9% |
| 10Y | +379.4% | +125.5% | +253.9% | +217.6% |
| All | +17,983.8% | +2,522.3% | +15,461.5% | +7,903.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling