+23.4%
ISRG vs XPO
+165.6%
-142.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.7% |
| 7D | -1.6% | +2.4% | -4.0% | -2.1% |
| 30D | -2.3% | -3.5% | +1.3% | -1.7% |
| 3M | -12.4% | -11.9% | -0.5% | -10.5% |
| 6M | -26.8% | -10.0% | -16.9% | -25.9% |
| YTD | -35.3% | +42.1% | -77.3% | -40.6% |
| 1Y | -19.3% | +47.6% | -66.9% | -27.3% |
| All | +23.4% | +165.6% | -142.2% | -3.3% |
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