+536.3%
ISRG vs EXEL
+445.6%
+90.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.1% |
| 7D | +5.4% | +2.3% | +3.1% | +4.9% |
| 30D | +8.6% | +19.8% | -11.2% | +4.7% |
| 3M | +21.6% | +32.7% | -11.1% | +14.7% |
| 6M | +2.3% | +49.0% | -46.6% | -5.9% |
| YTD | -18.7% | +63.7% | -82.4% | -26.9% |
| 1Y | -17.8% | +75.8% | -93.5% | -27.2% |
| 3Y | +69.1% | +241.3% | -172.2% | +26.6% |
| 5Y | +26.5% | +289.0% | -262.6% | -8.9% |
| 10Y | +536.3% | +377.6% | +158.6% | +331.7% |
| All | +536.3% | +445.6% | +90.7% | +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