+137.6%
ISRG vs EQX
+232.0%
-94.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | +0.7% | -3.2% | +3.9% | +1.0% |
| 30D | -8.0% | +7.8% | -15.8% | -9.0% |
| 3M | -10.6% | +21.3% | -31.9% | -13.0% |
| 6M | -25.1% | -22.4% | -2.7% | -23.6% |
| YTD | -34.8% | -11.3% | -23.5% | -35.0% |
| 1Y | -19.0% | +13.5% | -32.5% | -22.1% |
| 3Y | +22.1% | +162.1% | -140.0% | +2.3% |
| 5Y | +8.2% | +84.2% | -76.0% | -9.5% |
| All | +137.6% | +232.0% | -94.4% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling