+62.2%
ISRG vs EXC
+29.1%
+33.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +6.2% | +9.0% | -2.9% | +6.1% |
| 3M | +14.4% | +3.3% | +11.1% | +14.4% |
| 6M | 0.0% | +5.7% | -5.7% | +0.1% |
| YTD | -20.5% | +7.3% | -27.9% | -20.5% |
| 1Y | -21.9% | +2.9% | -24.8% | -21.8% |
| 3Y | +62.2% | +29.3% | +32.9% | +62.4% |
| All | +62.2% | +29.1% | +33.1% | +62.4% |
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 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