+75.3%
ISRG vs EXE
+155.8%
-80.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +5.4% | -3.9% | +9.3% | +6.1% |
| 30D | +8.6% | -2.6% | +11.2% | +9.0% |
| 3M | +21.6% | -6.9% | +28.4% | +22.7% |
| 6M | +2.3% | -9.3% | +11.7% | +3.6% |
| YTD | -18.7% | -20.7% | +2.1% | -15.9% |
| 1Y | -17.8% | -21.8% | +4.1% | -14.9% |
| 3Y | +69.1% | +16.2% | +52.9% | +61.5% |
| 5Y | +26.5% | +61.1% | -34.6% | +15.7% |
| All | +75.3% | +155.8% | -80.5% | +53.5% |
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