+134.9%
ISRG vs EQH
+232.3%
-97.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.4% |
| 7D | -1.6% | +5.5% | -7.1% | -3.8% |
| 30D | -2.3% | +3.2% | -5.5% | -3.7% |
| 3M | -12.4% | +32.5% | -45.0% | -22.2% |
| 6M | -26.8% | +33.7% | -60.6% | -35.6% |
| YTD | -35.3% | +13.4% | -48.7% | -39.3% |
| 1Y | -19.3% | +0.6% | -19.9% | -20.8% |
| 3Y | +18.1% | +95.1% | -77.0% | -14.1% |
| 5Y | +2.6% | +92.7% | -90.0% | -26.4% |
| All | +134.9% | +232.3% | -97.4% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling