+500.7%
ISRG vs EXPD
+304.0%
+196.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.3% |
| 7D | +4.8% | -7.2% | +12.0% | +8.3% |
| 30D | +9.2% | -3.3% | +12.5% | +10.7% |
| 3M | +21.2% | +3.4% | +17.8% | +18.7% |
| 6M | +0.2% | +22.7% | -22.5% | -10.1% |
| YTD | -20.1% | +24.5% | -44.6% | -30.0% |
| 1Y | -17.3% | +38.6% | -56.0% | -31.7% |
| 3Y | +63.3% | +71.5% | -8.2% | +15.8% |
| 5Y | +24.1% | +56.2% | -32.2% | -9.2% |
| All | +500.7% | +304.0% | +196.7% | +166.5% |
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