+536.3%
ISRG vs XME
+294.4%
+241.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | -0.3% |
| 7D | +5.4% | +0.9% | +4.5% | +4.9% |
| 30D | +8.6% | -7.3% | +15.9% | +11.4% |
| 3M | +21.6% | -14.8% | +36.3% | +28.0% |
| 6M | +2.3% | -18.4% | +20.7% | +8.2% |
| YTD | -18.7% | -4.7% | -14.0% | -20.3% |
| 1Y | -17.8% | +5.7% | -23.5% | -23.0% |
| 3Y | +69.1% | +104.0% | -34.9% | +15.2% |
| 5Y | +26.5% | +122.4% | -95.9% | -18.5% |
| 10Y | +536.3% | +285.4% | +250.9% | +195.0% |
| All | +536.3% | +294.4% | +241.9% | +195.0% |
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