+23.9%
ISRG vs XME
+110.8%
-86.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.4% | -6.7% | -4.5% |
| 7D | +4.8% | -4.5% | +9.3% | +6.3% |
| 30D | +9.2% | -10.9% | +20.1% | +13.3% |
| 3M | +21.2% | -15.3% | +36.4% | +27.2% |
| 6M | +0.2% | -24.6% | +24.9% | +8.6% |
| YTD | -20.1% | -9.6% | -10.4% | -20.6% |
| 1Y | -17.3% | +2.9% | -20.2% | -22.6% |
| 3Y | +63.3% | +86.9% | -23.6% | +10.0% |
| All | +23.9% | +110.8% | -86.9% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling