+547.7%
ISRG vs EXPD
+334.5%
+213.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.4% |
| 7D | -6.8% | -1.6% | -5.2% | -6.1% |
| 30D | +5.1% | +0.6% | +4.5% | +4.6% |
| 3M | +12.0% | +9.8% | +2.2% | +6.7% |
| 6M | +7.0% | +25.8% | -18.7% | -5.1% |
| YTD | -20.6% | +31.3% | -51.9% | -32.3% |
| 1Y | -21.4% | +40.9% | -62.4% | -35.5% |
| 3Y | +62.0% | +74.7% | -12.7% | +14.2% |
| 5Y | +28.1% | +62.9% | -34.7% | -8.0% |
| All | +547.7% | +334.5% | +213.2% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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