+16.8%
ISRG vs EOSE
+49.8%
-33.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.0% |
| 7D | -5.0% | +15.0% | -20.0% | -5.6% |
| 30D | -10.2% | +2.5% | -12.7% | -10.4% |
| 3M | -17.2% | -33.7% | +16.5% | -16.4% |
| 6M | -28.4% | -32.7% | +4.3% | -28.4% |
| YTD | -37.6% | -63.8% | +26.2% | -36.5% |
| 1Y | -24.4% | -40.5% | +16.1% | -26.0% |
| All | +16.8% | +49.8% | -33.0% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling