+14,280.4%
ISRG vs EXR
+2,662.2%
+11,618.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -1.6% | -2.6% | +1.0% | -0.6% |
| 30D | -2.3% | -7.2% | +4.9% | +0.7% |
| 3M | -12.4% | -3.5% | -8.9% | -11.2% |
| 6M | -26.8% | -5.3% | -21.5% | -25.4% |
| YTD | -35.3% | +9.4% | -44.6% | -37.9% |
| 1Y | -19.3% | +1.3% | -20.6% | -20.4% |
| 3Y | +18.1% | +22.4% | -4.3% | +4.9% |
| 5Y | +2.6% | -12.2% | +14.9% | +3.1% |
| 10Y | +379.4% | +148.6% | +230.9% | +201.3% |
| All | +14,280.4% | +2,662.2% | +11,618.2% | +2,869.3% |
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