+19.2%
ISRG vs EXC
+22.2%
-3.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -2.3% | -3.7% | +1.5% | -2.2% |
| 3M | -12.4% | -1.3% | -11.2% | -12.3% |
| 6M | -26.8% | -9.7% | -17.1% | -26.8% |
| YTD | -35.3% | +2.9% | -38.1% | -35.2% |
| 1Y | -19.3% | +4.4% | -23.7% | -19.4% |
| All | +19.2% | +22.2% | -3.0% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling