+536.3%
ISRG vs EXPE
+119.8%
+416.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.4% | -13.3% | +18.7% | +9.4% |
| 30D | +8.6% | -5.5% | +14.1% | +9.9% |
| 3M | +21.6% | -16.5% | +38.0% | +26.9% |
| 6M | +2.3% | +13.1% | -10.8% | -2.2% |
| YTD | -18.7% | -8.0% | -10.7% | -18.9% |
| 1Y | -17.8% | +1.1% | -18.9% | -20.4% |
| 3Y | +69.1% | +131.2% | -62.1% | +23.3% |
| 5Y | +26.5% | +39.8% | -13.3% | +2.0% |
| 10Y | +536.3% | +118.5% | +417.8% | +283.1% |
| All | +536.3% | +119.8% | +416.5% | +283.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling