+550.7%
ISRG vs EXC
+197.6%
+353.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | -1.4% | -5.4% | -6.2% |
| 30D | +5.1% | +8.3% | -3.2% | +1.4% |
| 3M | +12.0% | +2.6% | +9.4% | +10.5% |
| 6M | +7.0% | +5.2% | +1.8% | +4.2% |
| YTD | -20.6% | +7.5% | -28.2% | -24.1% |
| 1Y | -21.4% | +3.2% | -24.6% | -23.5% |
| 3Y | +62.0% | +29.5% | +32.5% | +36.8% |
| 5Y | +28.1% | +39.7% | -11.5% | +2.5% |
| 10Y | +550.7% | +200.1% | +350.6% | +276.1% |
| All | +550.7% | +197.6% | +353.1% | +276.1% |
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