+23.9%
ISRG vs EXPE
+44.3%
-20.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -6.1% | -4.2% | -1.9% | -5.0% |
| 30D | +4.2% | -4.5% | +8.8% | +5.2% |
| 3M | +9.6% | -19.7% | +29.3% | +15.4% |
| 6M | +1.9% | +18.3% | -16.4% | -3.6% |
| YTD | -22.3% | -7.3% | -15.0% | -22.6% |
| 1Y | -23.2% | -3.9% | -19.3% | -24.3% |
| 3Y | +58.5% | +123.0% | -64.5% | +17.2% |
| 5Y | +23.9% | +47.9% | -24.0% | -1.1% |
| All | +23.9% | +44.3% | -20.4% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling