+62.7%
ISRG vs EOSE
-61.3%
+124.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.9% | -11.7% | -1.4% |
| 7D | -1.6% | +19.0% | -20.6% | -2.6% |
| 30D | -2.3% | +1.6% | -3.8% | -2.5% |
| 3M | -12.4% | -52.0% | +39.5% | -9.7% |
| 6M | -26.8% | -42.5% | +15.7% | -26.0% |
| YTD | -35.3% | -66.1% | +30.9% | -33.3% |
| 1Y | -19.3% | -47.1% | +27.8% | -20.2% |
| 3Y | +18.1% | +0.8% | +17.4% | +5.3% |
| 5Y | +2.6% | -71.7% | +74.3% | -13.9% |
| All | +62.7% | -61.3% | +124.1% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling