+0.2%
ISRG vs EXPE
+1.1%
-0.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -1.8% |
| 7D | +4.8% | -9.3% | +14.1% | +7.5% |
| 30D | +9.2% | +0.1% | +9.1% | +8.9% |
| 3M | +21.2% | -15.3% | +36.5% | +26.1% |
| 6M | +0.2% | +5.5% | -5.2% | -4.0% |
| All | +0.2% | +1.1% | -0.9% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling