+18,347.7%
ISRG vs XPO
+10,316.6%
+8,031.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.4% |
| 7D | -1.6% | +2.4% | -4.0% | -1.9% |
| 30D | -2.3% | -3.5% | +1.3% | -1.9% |
| 3M | -12.4% | -11.9% | -0.5% | -11.3% |
| 6M | -26.8% | -10.0% | -16.9% | -26.3% |
| YTD | -35.3% | +42.1% | -77.3% | -38.2% |
| 1Y | -19.3% | +47.6% | -66.9% | -23.6% |
| 3Y | +18.1% | +153.6% | -135.4% | +4.1% |
| 5Y | +2.6% | +266.5% | -263.9% | -14.6% |
| 10Y | +379.4% | +1,460.4% | -1,081.0% | +257.4% |
| All | +18,347.7% | +10,316.6% | +8,031.2% | +13,540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling