-25.5%
ISRG vs EXE
+3.8%
-29.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.5% |
| 7D | -5.2% | -1.8% | -3.4% | -5.1% |
| 30D | -7.6% | +6.4% | -14.0% | -7.8% |
| 3M | -16.4% | +9.2% | -25.6% | -16.5% |
| 6M | -28.6% | -7.0% | -21.6% | -28.1% |
| YTD | -38.2% | -9.5% | -28.7% | -37.5% |
| 1Y | -25.5% | +6.2% | -31.7% | -21.0% |
| All | -25.5% | +3.8% | -29.3% | -21.0% |
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 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