+39.6%
ISRG vs EXE
+191.4%
-151.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -2.3% | +8.5% | -10.7% | -3.7% |
| 3M | -12.4% | +5.5% | -17.9% | -13.4% |
| 6M | -26.8% | -5.9% | -20.9% | -26.3% |
| YTD | -35.3% | -9.7% | -25.5% | -34.4% |
| 1Y | -19.3% | +3.6% | -22.9% | -20.7% |
| 3Y | +18.1% | +18.0% | +0.1% | +13.0% |
| 5Y | +2.6% | +109.4% | -106.8% | -8.3% |
| All | +39.6% | +191.4% | -151.8% | +19.8% |
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