+536.3%
ISRG vs XRT
+163.3%
+373.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | -0.3% |
| 7D | +5.4% | +2.5% | +2.9% | +4.2% |
| 30D | +8.6% | +10.3% | -1.7% | +3.1% |
| 3M | +21.6% | +2.4% | +19.2% | +20.1% |
| 6M | +2.3% | +10.0% | -7.6% | -2.7% |
| YTD | -18.7% | +9.5% | -28.2% | -22.6% |
| 1Y | -17.8% | +17.2% | -34.9% | -24.6% |
| 3Y | +69.1% | +62.0% | +7.1% | +27.8% |
| 5Y | +26.5% | -2.1% | +28.6% | +21.9% |
| 10Y | +536.3% | +152.6% | +383.7% | +230.8% |
| All | +536.3% | +163.3% | +373.0% | +230.8% |
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