-19.9%
ISRG vs EOSE
-43.4%
+23.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.0% |
| 7D | -2.5% | +14.0% | -16.5% | -2.6% |
| 30D | -10.2% | -5.9% | -4.3% | -10.2% |
| 3M | -12.5% | -34.3% | +21.8% | -12.7% |
| 6M | -25.8% | -37.8% | +11.9% | -26.3% |
| YTD | -36.4% | -65.2% | +28.8% | -36.4% |
| 1Y | -19.9% | -41.9% | +22.0% | -19.4% |
| All | -19.9% | -43.4% | +23.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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