+386.2%
ISRG vs QXO
+34.5%
+351.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +0.7% | -7.8% | +8.5% | +0.8% |
| 30D | -8.0% | -18.1% | +10.1% | -7.7% |
| 3M | -10.6% | -25.8% | +15.2% | -10.2% |
| 6M | -25.1% | -41.7% | +16.6% | -24.5% |
| YTD | -34.8% | -36.2% | +1.4% | -34.4% |
| 1Y | -19.0% | -42.1% | +23.1% | -18.5% |
| 3Y | +22.1% | -46.2% | +68.2% | +17.1% |
| 5Y | +8.2% | -70.7% | +78.9% | +4.2% |
| All | +386.2% | +34.5% | +351.7% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling