+19.2%
ISRG vs EXEL
+160.6%
-141.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.6% | +8.4% | -10.0% | -2.6% |
| 30D | -2.3% | +4.1% | -6.3% | -2.8% |
| 3M | -12.4% | +12.4% | -24.9% | -13.8% |
| 6M | -26.8% | +41.5% | -68.4% | -30.1% |
| YTD | -35.3% | +34.6% | -69.9% | -37.8% |
| 1Y | -19.3% | +57.9% | -77.2% | -24.1% |
| All | +19.2% | +160.6% | -141.5% | +11.6% |
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