+17,656.9%
ISRG vs EXR
+3,094.9%
+14,562.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | +4.8% | +5.2% | -0.4% | +2.8% |
| 30D | +9.2% | +20.9% | -11.6% | +1.2% |
| 3M | +21.2% | +7.7% | +13.5% | +17.5% |
| 6M | +0.2% | +13.2% | -12.9% | -4.7% |
| YTD | -20.1% | +26.5% | -46.5% | -27.8% |
| 1Y | -17.3% | +27.2% | -44.5% | -25.6% |
| 3Y | +63.3% | +71.5% | -8.2% | +26.4% |
| 5Y | +24.1% | +0.4% | +23.7% | +18.2% |
| 10Y | +507.0% | +225.2% | +281.8% | +242.6% |
| All | +17,656.9% | +3,094.9% | +14,562.0% | +3,354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling