+71.3%
ISRG vs EXE
+161.7%
-90.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.7% |
| 7D | +2.1% | -2.2% | +4.3% | +2.4% |
| 30D | +6.2% | -0.3% | +6.5% | +6.1% |
| 3M | +14.4% | -9.3% | +23.7% | +16.0% |
| 6M | 0.0% | -7.2% | +7.2% | +0.9% |
| YTD | -20.5% | -18.9% | -1.6% | -18.2% |
| 1Y | -21.9% | -21.7% | -0.2% | -19.1% |
| 3Y | +62.2% | +21.0% | +41.2% | +53.8% |
| 5Y | +25.2% | +76.0% | -50.8% | +13.9% |
| All | +71.3% | +161.7% | -90.4% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling