+124.3%
ISRG vs EQH
+226.5%
-102.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.8% |
| 7D | -5.2% | +5.4% | -10.6% | -7.3% |
| 30D | -7.6% | +1.0% | -8.6% | -8.1% |
| 3M | -16.4% | +26.7% | -43.1% | -24.3% |
| 6M | -28.6% | +34.4% | -62.9% | -37.2% |
| YTD | -38.2% | +11.5% | -49.6% | -41.6% |
| 1Y | -25.5% | +0.4% | -25.9% | -26.8% |
| 3Y | +17.4% | +96.5% | -79.1% | -14.9% |
| 5Y | -3.0% | +93.4% | -96.3% | -30.5% |
| All | +124.3% | +226.5% | -102.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EQH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling