+63.3%
ISRG vs EXC
+26.3%
+37.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.3% |
| 7D | +4.8% | -1.2% | +6.0% | +4.8% |
| 30D | +9.2% | +10.0% | -0.7% | +9.2% |
| 3M | +21.2% | +1.6% | +19.5% | +21.1% |
| 6M | +0.2% | +3.3% | -3.0% | +0.3% |
| YTD | -20.1% | +7.6% | -27.6% | -20.0% |
| 1Y | -17.3% | +3.5% | -20.8% | -17.3% |
| 3Y | +63.3% | +27.7% | +35.7% | +64.7% |
| All | +63.3% | +26.3% | +37.0% | +64.7% |
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