-23.2%
ISRG vs XME
+0.8%
-23.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.0% |
| 7D | -6.1% | +5.3% | -11.5% | -6.4% |
| 30D | +4.2% | -8.2% | +12.4% | +4.8% |
| 3M | +9.6% | -18.4% | +28.0% | +11.0% |
| 6M | +1.9% | -22.8% | +24.7% | +3.6% |
| YTD | -22.3% | -7.9% | -14.4% | -24.7% |
| 1Y | -23.2% | -0.9% | -22.3% | -26.7% |
| All | -23.2% | +0.8% | -23.9% | -26.7% |
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