-10.5%
ISRG vs EXE
-18.4%
+7.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.9% | +12.3% | +9.2% |
| 7D | +8.5% | -4.7% | +13.2% | +8.4% |
| 30D | +18.6% | +1.0% | +17.6% | +18.5% |
| 3M | +30.9% | -5.6% | +36.5% | +30.6% |
| 6M | +6.6% | -12.3% | +18.9% | +7.1% |
| YTD | -14.9% | -19.5% | +4.6% | -13.6% |
| 1Y | -10.5% | -18.9% | +8.3% | -8.6% |
| All | -10.5% | -18.4% | +7.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling