-19.0%
ISRG vs EQX
+17.2%
-36.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.3% |
| 7D | +0.7% | -3.2% | +3.9% | +0.9% |
| 30D | -8.0% | +7.8% | -15.8% | -8.8% |
| 3M | -10.6% | +21.3% | -31.9% | -12.5% |
| 6M | -25.1% | -22.4% | -2.7% | -24.6% |
| YTD | -34.8% | -11.3% | -23.5% | -34.6% |
| 1Y | -19.0% | +13.5% | -32.5% | -20.1% |
| All | -19.0% | +17.2% | -36.3% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling