+23,005.1%
ISRG vs EXC
+688.7%
+22,316.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +4.4% | +1.4% | +3.1% | +3.9% |
| 30D | +15.8% | +11.6% | +4.1% | +10.8% |
| 3M | +24.9% | +2.7% | +22.2% | +23.3% |
| 6M | +3.8% | +2.7% | +1.1% | +2.3% |
| YTD | -17.3% | +9.7% | -27.0% | -21.0% |
| 1Y | -14.6% | +4.5% | -19.1% | -17.0% |
| 3Y | +68.2% | +28.5% | +39.7% | +47.2% |
| 5Y | +28.4% | +43.9% | -15.6% | +6.5% |
| 10Y | +528.0% | +183.7% | +344.3% | +291.1% |
| All | +23,005.1% | +688.7% | +22,316.4% | +15,903.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling