+482.8%
ISRG vs QXO
-5.4%
+488.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +0.9% |
| 7D | -5.0% | -3.9% | -1.2% | -5.0% |
| 30D | -10.2% | -17.4% | +7.2% | -10.1% |
| 3M | -17.2% | -22.5% | +5.3% | -17.1% |
| 6M | -28.4% | -41.4% | +13.0% | -28.2% |
| YTD | -37.6% | -34.1% | -3.5% | -37.5% |
| 1Y | -24.4% | -40.8% | +16.4% | -24.2% |
| 3Y | +18.4% | -43.9% | +62.4% | +16.7% |
| 5Y | -1.0% | -69.6% | +68.6% | -2.4% |
| 10Y | +370.1% | +41.0% | +329.2% | +357.2% |
| All | +482.8% | -5.4% | +488.2% | +430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling