+536.3%
ISRG vs EXC
+176.1%
+360.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +5.4% | -1.7% | +7.1% | +6.3% |
| 30D | +8.6% | +9.3% | -0.7% | +4.3% |
| 3M | +21.6% | +1.0% | +20.5% | +20.7% |
| 6M | +2.3% | +5.9% | -3.6% | -0.7% |
| YTD | -18.7% | +7.6% | -26.3% | -22.3% |
| 1Y | -17.8% | +2.4% | -20.2% | -19.7% |
| 3Y | +69.1% | +30.2% | +38.8% | +42.3% |
| 5Y | +26.5% | +41.4% | -14.9% | +0.5% |
| 10Y | +536.3% | +183.8% | +352.5% | +265.4% |
| All | +536.3% | +176.1% | +360.2% | +265.4% |
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