-3.0%
ISRG vs XPO
+271.9%
-274.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.1% |
| 7D | -5.2% | +2.7% | -7.9% | -5.8% |
| 30D | -7.6% | -6.2% | -1.4% | -6.1% |
| 3M | -16.4% | -15.4% | -1.0% | -12.9% |
| 6M | -28.6% | +0.7% | -29.3% | -29.5% |
| YTD | -38.2% | +39.8% | -78.0% | -44.7% |
| 1Y | -25.5% | +43.3% | -68.8% | -34.5% |
| 3Y | +17.4% | +166.0% | -148.6% | -19.8% |
| 5Y | -3.0% | +274.2% | -277.1% | -46.4% |
| All | -3.0% | +271.9% | -274.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling