+67.5%
ISRG vs EXE
+163.0%
-95.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | -6.1% | +3.6% | -9.7% | -6.7% |
| 30D | +4.2% | -4.3% | +8.6% | +4.9% |
| 3M | +9.6% | -7.7% | +17.3% | +10.8% |
| 6M | +1.9% | -7.2% | +9.1% | +2.8% |
| YTD | -22.3% | -18.5% | -3.8% | -20.1% |
| 1Y | -23.2% | -24.4% | +1.2% | -19.9% |
| 3Y | +58.5% | +21.6% | +36.9% | +50.2% |
| 5Y | +23.9% | +77.3% | -53.4% | +12.7% |
| All | +67.5% | +163.0% | -95.5% | +46.0% |
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