+500.7%
ISRG vs EXPE
+115.0%
+385.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -2.0% |
| 7D | +4.8% | -9.3% | +14.1% | +7.4% |
| 30D | +9.2% | +0.1% | +9.1% | +8.8% |
| 3M | +21.2% | -15.3% | +36.5% | +26.0% |
| 6M | +0.2% | +5.5% | -5.2% | -2.4% |
| YTD | -20.1% | -8.0% | -12.1% | -20.3% |
| 1Y | -17.3% | +18.9% | -36.2% | -23.9% |
| 3Y | +63.3% | +135.5% | -72.2% | +18.3% |
| 5Y | +24.1% | +44.3% | -20.2% | -1.0% |
| All | +500.7% | +115.0% | +385.7% | +261.2% |
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