+3,795.2%
ISRG vs XME
+169.9%
+3,625.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.4% | -6.7% | -4.6% |
| 7D | +4.8% | -4.5% | +9.3% | +6.5% |
| 30D | +9.2% | -10.9% | +20.1% | +13.7% |
| 3M | +21.2% | -15.3% | +36.4% | +27.9% |
| 6M | +0.2% | -24.6% | +24.9% | +9.3% |
| YTD | -20.1% | -9.6% | -10.4% | -19.7% |
| 1Y | -17.3% | +2.9% | -20.2% | -21.3% |
| 3Y | +63.3% | +86.9% | -23.6% | +19.4% |
| 5Y | +24.1% | +115.2% | -91.1% | -15.7% |
| 10Y | +507.0% | +305.7% | +201.2% | +196.9% |
| All | +3,795.2% | +169.9% | +3,625.4% | +1,566.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling