-21.4%
ISRG vs EXPE
-2.3%
-19.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.7% |
| 7D | -6.8% | -17.8% | +11.0% | -2.6% |
| 30D | +5.1% | -3.2% | +8.4% | +5.8% |
| 3M | +12.0% | -19.0% | +31.0% | +16.7% |
| 6M | +7.0% | +17.7% | -10.7% | +3.7% |
| YTD | -20.6% | -7.8% | -12.9% | -19.5% |
| 1Y | -21.4% | -1.4% | -20.1% | -21.6% |
| All | -21.4% | -2.3% | -19.1% | -21.6% |
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