+2.0%
ISRG vs XRT
-1.0%
+3.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.4% |
| 7D | -1.6% | +0.8% | -2.4% | -2.1% |
| 30D | -2.3% | -4.2% | +1.9% | +0.1% |
| 3M | -12.4% | +5.1% | -17.5% | -14.8% |
| 6M | -26.8% | +2.4% | -29.2% | -27.8% |
| YTD | -35.3% | +3.2% | -38.4% | -36.5% |
| 1Y | -19.3% | +1.5% | -20.8% | -20.3% |
| 3Y | +18.1% | +40.6% | -22.4% | -5.7% |
| All | +2.0% | -1.0% | +3.1% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling