+2.0%
ISRG vs EXPE
+111.8%
-109.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.4% |
| 7D | -1.6% | -9.5% | +7.9% | +0.9% |
| 30D | -2.3% | -6.6% | +4.4% | -0.7% |
| 3M | -12.4% | +31.4% | -43.8% | -18.7% |
| 6M | -26.8% | +35.2% | -62.0% | -33.1% |
| YTD | -35.3% | +5.8% | -41.1% | -37.3% |
| 1Y | -19.3% | +38.7% | -58.0% | -28.1% |
| 3Y | +18.1% | +175.8% | -157.6% | -16.5% |
| All | +2.0% | +111.8% | -109.7% | -25.4% |
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