+34.5%
ISRG vs EXE
+187.5%
-153.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -5.0% | -2.7% | -2.3% | -4.6% |
| 30D | -10.2% | -0.4% | -9.8% | -10.2% |
| 3M | -17.2% | +9.5% | -26.7% | -18.7% |
| 6M | -28.4% | -9.3% | -19.1% | -27.4% |
| YTD | -37.6% | -10.9% | -26.7% | -36.7% |
| 1Y | -24.4% | +4.3% | -28.7% | -25.8% |
| 3Y | +18.4% | +18.8% | -0.4% | +13.1% |
| 5Y | -1.0% | +101.4% | -102.4% | -11.2% |
| All | +34.5% | +187.5% | -153.1% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling