+3,054.6%
ISRG vs XME
+242.3%
+2,812.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -2.3% | +6.0% | -8.3% | -4.6% |
| 3M | -12.4% | -7.7% | -4.7% | -10.5% |
| 6M | -26.8% | +1.0% | -27.8% | -28.4% |
| YTD | -35.3% | +14.6% | -49.9% | -40.2% |
| 1Y | -19.3% | +46.0% | -65.3% | -33.0% |
| 3Y | +18.1% | +127.0% | -108.9% | -19.2% |
| 5Y | +2.6% | +175.8% | -173.2% | -36.4% |
| 10Y | +379.4% | +414.6% | -35.2% | +114.8% |
| All | +3,054.6% | +242.3% | +2,812.2% | +1,141.3% |
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