+17.4%
ISRG vs XPO
+159.4%
-142.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -5.2% | +2.7% | -7.9% | -5.7% |
| 30D | -7.6% | -6.2% | -1.4% | -6.5% |
| 3M | -16.4% | -15.4% | -1.0% | -13.8% |
| 6M | -28.6% | +0.7% | -29.3% | -29.2% |
| YTD | -38.2% | +39.8% | -78.0% | -43.2% |
| 1Y | -25.5% | +43.3% | -68.8% | -32.4% |
| 3Y | +17.4% | +166.0% | -148.6% | -8.9% |
| All | +17.4% | +159.4% | -142.0% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling