+370.1%
ISRG vs XME
+412.4%
-42.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -10.2% | +1.4% | -11.6% | -10.8% |
| 3M | -17.2% | +2.7% | -19.9% | -18.6% |
| 6M | -28.4% | +6.5% | -34.9% | -31.4% |
| YTD | -37.6% | +15.2% | -52.8% | -42.6% |
| 1Y | -24.4% | +43.5% | -68.0% | -37.3% |
| 3Y | +18.4% | +135.9% | -117.4% | -22.0% |
| 5Y | -1.0% | +181.5% | -182.4% | -40.5% |
| 10Y | +370.1% | +436.9% | -66.7% | +108.4% |
| All | +370.1% | +412.4% | -42.3% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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