+533.8%
ISRG vs EXEL
+325.9%
+208.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -6.1% | +1.6% | -7.8% | -6.4% |
| 30D | +4.2% | +17.4% | -13.1% | +0.9% |
| 3M | +9.6% | +38.6% | -29.0% | +2.5% |
| 6M | +1.9% | +41.2% | -39.3% | -5.3% |
| YTD | -22.3% | +59.3% | -81.7% | -29.9% |
| 1Y | -23.2% | +60.2% | -83.4% | -30.8% |
| 3Y | +58.5% | +232.6% | -174.0% | +19.0% |
| 5Y | +23.9% | +285.9% | -261.9% | -10.8% |
| All | +533.8% | +325.9% | +208.0% | +331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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