+19.2%
ISRG vs QXO
-47.2%
+66.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.1% |
| 7D | -2.5% | -8.7% | +6.2% | -2.5% |
| 30D | -10.2% | -21.0% | +10.8% | -10.0% |
| 3M | -12.5% | -18.4% | +5.9% | -12.4% |
| 6M | -25.8% | -43.0% | +17.2% | -25.6% |
| YTD | -36.4% | -36.3% | -0.1% | -36.2% |
| 1Y | -19.9% | -42.8% | +22.9% | -19.7% |
| All | +19.2% | -47.2% | +66.4% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling