+63.3%
ISRG vs EXEL
+231.1%
-167.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.5% |
| 7D | +4.8% | +0.3% | +4.6% | +4.8% |
| 30D | +9.2% | +19.0% | -9.8% | +6.7% |
| 3M | +21.2% | +33.3% | -12.1% | +16.5% |
| 6M | +0.2% | +42.9% | -42.6% | -4.6% |
| YTD | -20.1% | +58.7% | -78.8% | -25.1% |
| 1Y | -17.3% | +70.5% | -87.9% | -23.3% |
| 3Y | +63.3% | +233.8% | -170.5% | +43.0% |
| All | +63.3% | +231.1% | -167.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling