+356.0%
ISRG vs EXC
+154.0%
+201.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.8% |
| 7D | -5.2% | +1.2% | -6.4% | -5.7% |
| 30D | -7.6% | -2.7% | -4.8% | -6.5% |
| 3M | -16.4% | -1.0% | -15.4% | -16.1% |
| 6M | -28.6% | -9.3% | -19.3% | -25.7% |
| YTD | -38.2% | +3.6% | -41.8% | -39.8% |
| 1Y | -25.5% | +5.9% | -31.4% | -28.5% |
| 3Y | +17.4% | +21.3% | -3.9% | +2.3% |
| 5Y | -3.0% | +46.2% | -49.1% | -24.7% |
| 10Y | +356.0% | +151.5% | +204.5% | +167.5% |
| All | +356.0% | +154.0% | +201.9% | +167.5% |
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