+500.7%
ISRG vs EXC
+175.8%
+324.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.5% |
| 7D | +4.8% | -1.2% | +6.0% | +5.4% |
| 30D | +9.2% | +10.0% | -0.7% | +4.6% |
| 3M | +21.2% | +1.6% | +19.5% | +20.0% |
| 6M | +0.2% | +3.3% | -3.0% | -1.6% |
| YTD | -20.1% | +7.6% | -27.6% | -23.6% |
| 1Y | -17.3% | +3.5% | -20.8% | -19.7% |
| 3Y | +63.3% | +27.7% | +35.7% | +38.9% |
| 5Y | +24.1% | +41.1% | -17.1% | -1.5% |
| All | +500.7% | +175.8% | +324.9% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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