+63.3%
ISRG vs EXR
+69.9%
-6.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +4.8% | +5.2% | -0.4% | +3.4% |
| 30D | +9.2% | +20.9% | -11.6% | +3.5% |
| 3M | +21.2% | +7.7% | +13.5% | +18.6% |
| 6M | +0.2% | +13.2% | -12.9% | -3.2% |
| YTD | -20.1% | +26.5% | -46.5% | -25.5% |
| 1Y | -17.3% | +27.2% | -44.5% | -23.1% |
| 3Y | +63.3% | +71.5% | -8.2% | +47.1% |
| All | +63.3% | +69.9% | -6.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling