+356.0%
ISRG vs EXEL
+380.2%
-24.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.1% |
| 7D | -5.2% | +1.4% | -6.5% | -5.4% |
| 30D | -7.6% | +6.7% | -14.2% | -8.7% |
| 3M | -16.4% | +11.5% | -27.8% | -18.1% |
| 6M | -28.6% | +38.8% | -67.4% | -33.1% |
| YTD | -38.2% | +31.6% | -69.8% | -41.6% |
| 1Y | -25.5% | +53.0% | -78.5% | -31.8% |
| 3Y | +17.4% | +160.8% | -143.4% | -5.2% |
| 5Y | -3.0% | +190.1% | -193.1% | -24.0% |
| 10Y | +356.0% | +367.0% | -11.0% | +253.8% |
| All | +356.0% | +380.2% | -24.2% | +253.8% |
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