+23.9%
ISRG vs EXC
+41.2%
-17.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.8% |
| 7D | +4.8% | -1.2% | +6.0% | +5.2% |
| 30D | +9.2% | +10.0% | -0.7% | +6.6% |
| 3M | +21.2% | +1.6% | +19.5% | +20.5% |
| 6M | +0.2% | +3.3% | -3.0% | -0.8% |
| YTD | -20.1% | +7.6% | -27.6% | -22.2% |
| 1Y | -17.3% | +3.5% | -20.8% | -18.6% |
| 3Y | +63.3% | +27.7% | +35.7% | +46.6% |
| All | +23.9% | +41.2% | -17.3% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling