+63.3%
ISRG vs XPO
+122.0%
-58.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | +4.8% | -6.7% | +11.5% | +6.1% |
| 30D | +9.2% | -1.9% | +11.1% | +9.4% |
| 3M | +21.2% | -9.9% | +31.0% | +23.2% |
| 6M | +0.2% | -16.4% | +16.6% | +3.2% |
| YTD | -20.1% | +30.2% | -50.2% | -26.0% |
| 1Y | -17.3% | +29.9% | -47.2% | -23.6% |
| 3Y | +63.3% | +122.6% | -59.3% | +22.5% |
| All | +63.3% | +122.0% | -58.7% | +22.5% |
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 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