-19.3%
ISRG vs EXPE
+40.7%
-60.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.5% |
| 7D | -1.6% | -9.5% | +7.9% | +0.2% |
| 30D | -2.3% | -6.6% | +4.4% | -1.2% |
| 3M | -12.4% | +31.4% | -43.8% | -16.5% |
| 6M | -26.8% | +35.2% | -62.0% | -30.9% |
| YTD | -35.3% | +5.8% | -41.1% | -36.5% |
| 1Y | -19.3% | +38.7% | -58.0% | -22.7% |
| All | -19.3% | +40.7% | -60.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling