+550.7%
ISRG vs XRT
+145.8%
+404.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.8% | -1.4% | -5.3% | -6.0% |
| 30D | +5.1% | +9.8% | -4.6% | 0.0% |
| 3M | +12.0% | +3.3% | +8.8% | +10.2% |
| 6M | +7.0% | +13.6% | -6.6% | -0.1% |
| YTD | -20.6% | +9.1% | -29.7% | -24.3% |
| 1Y | -21.4% | +15.1% | -36.5% | -27.3% |
| 3Y | +62.0% | +59.9% | +2.1% | +23.2% |
| 5Y | +28.1% | -1.7% | +29.9% | +23.4% |
| 10Y | +550.7% | +141.1% | +409.6% | +231.5% |
| All | +550.7% | +145.8% | +404.9% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling