-25.5%
ISRG vs EXEL
+52.8%
-78.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.2% |
| 7D | -5.2% | +1.4% | -6.5% | -5.3% |
| 30D | -7.6% | +6.7% | -14.2% | -8.4% |
| 3M | -16.4% | +11.5% | -27.8% | -17.7% |
| 6M | -28.6% | +38.8% | -67.4% | -31.9% |
| YTD | -38.2% | +31.6% | -69.8% | -40.7% |
| 1Y | -25.5% | +53.0% | -78.5% | -30.2% |
| All | -25.5% | +52.8% | -78.3% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling