+23.9%
ISRG vs XRT
-4.1%
+28.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.0% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | +4.2% | +7.5% | -3.3% | 0.0% |
| 3M | +9.6% | +2.3% | +7.3% | +8.2% |
| 6M | +1.9% | +12.8% | -11.0% | -5.0% |
| YTD | -22.3% | +7.1% | -29.4% | -25.4% |
| 1Y | -23.2% | +12.3% | -35.4% | -28.3% |
| 3Y | +58.5% | +57.0% | +1.5% | +17.7% |
| 5Y | +23.9% | -4.3% | +28.3% | +25.5% |
| All | +23.9% | -4.1% | +28.0% | +25.5% |
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 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