+551.4%
ISRG vs XPO
+1,283.6%
-732.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +2.1% | -1.5% | +3.6% | +2.4% |
| 30D | +6.2% | +2.6% | +3.6% | +5.2% |
| 3M | +14.4% | -6.1% | +20.5% | +15.7% |
| 6M | 0.0% | -8.0% | +8.0% | +1.2% |
| YTD | -20.5% | +38.5% | -59.0% | -28.9% |
| 1Y | -21.9% | +35.0% | -56.9% | -29.8% |
| 3Y | +62.2% | +126.5% | -64.3% | +19.9% |
| 5Y | +25.2% | +315.4% | -290.2% | -26.5% |
| All | +551.4% | +1,283.6% | -732.2% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling