+22,229.9%
ISRG vs EXC
+673.3%
+21,556.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.6% |
| 7D | +4.8% | -1.2% | +6.0% | +5.3% |
| 30D | +9.2% | +10.0% | -0.7% | +5.2% |
| 3M | +21.2% | +1.6% | +19.5% | +20.1% |
| 6M | +0.2% | +3.3% | -3.0% | -1.4% |
| YTD | -20.1% | +7.6% | -27.6% | -23.1% |
| 1Y | -17.3% | +3.5% | -20.8% | -19.3% |
| 3Y | +63.3% | +27.7% | +35.7% | +43.2% |
| 5Y | +24.1% | +41.1% | -17.1% | +3.7% |
| 10Y | +507.0% | +178.2% | +328.8% | +281.0% |
| All | +22,229.9% | +673.3% | +21,556.6% | +15,489.3% |
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