-25.5%
ISRG vs XME
+42.7%
-68.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.6% |
| 7D | -5.2% | +3.6% | -8.8% | -5.4% |
| 30D | -7.6% | +3.6% | -11.2% | -7.8% |
| 3M | -16.4% | +1.2% | -17.6% | -16.5% |
| 6M | -28.6% | +9.0% | -37.6% | -29.3% |
| YTD | -38.2% | +15.9% | -54.1% | -38.7% |
| 1Y | -25.5% | +43.2% | -68.7% | -21.2% |
| All | -25.5% | +42.7% | -68.2% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling