+25.5%
ISRG vs EXEL
+281.2%
-255.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | +5.6% | +13.1% | -7.6% | +2.7% |
| 3M | +10.5% | +36.3% | -25.8% | +3.2% |
| 6M | +2.6% | +34.5% | -31.9% | -4.2% |
| YTD | -21.7% | +57.4% | -79.1% | -29.8% |
| 1Y | -21.6% | +62.9% | -84.5% | -30.3% |
| 3Y | +57.0% | +229.5% | -172.5% | +9.5% |
| All | +25.5% | +281.2% | -255.8% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling