+19.2%
ISRG vs XRT
+41.8%
-22.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.4% |
| 7D | -1.6% | +0.8% | -2.4% | -2.0% |
| 30D | -2.3% | -4.2% | +1.9% | 0.0% |
| 3M | -12.4% | +5.1% | -17.5% | -14.5% |
| 6M | -26.8% | +2.4% | -29.2% | -27.7% |
| YTD | -35.3% | +3.2% | -38.4% | -36.3% |
| 1Y | -19.3% | +1.5% | -20.8% | -20.1% |
| All | +19.2% | +41.8% | -22.6% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling