+5.7%
ISRG vs EQH
+94.3%
-88.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.6% |
| 7D | -2.5% | -1.8% | -0.8% | -1.8% |
| 30D | -10.2% | +2.4% | -12.6% | -11.2% |
| 3M | -12.5% | +26.3% | -38.8% | -21.0% |
| 6M | -25.8% | +35.8% | -61.6% | -35.4% |
| YTD | -36.4% | +12.7% | -49.0% | -40.2% |
| 1Y | -19.9% | +2.5% | -22.3% | -21.9% |
| 3Y | +20.9% | +98.6% | -77.8% | -14.8% |
| 5Y | +5.7% | +101.7% | -96.0% | -26.1% |
| All | +5.7% | +94.3% | -88.6% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling