+3,795.2%
ISRG vs XRT
+529.0%
+3,266.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -2.3% |
| 7D | +4.8% | +0.9% | +3.9% | +4.4% |
| 30D | +9.2% | +7.9% | +1.3% | +4.1% |
| 3M | +21.2% | -0.2% | +21.3% | +21.4% |
| 6M | +0.2% | +5.6% | -5.3% | -3.1% |
| YTD | -20.1% | +5.7% | -25.7% | -22.9% |
| 1Y | -17.3% | +14.6% | -31.9% | -24.4% |
| 3Y | +63.3% | +50.7% | +12.6% | +22.1% |
| 5Y | +24.1% | -4.8% | +28.9% | +21.9% |
| 10Y | +507.0% | +152.6% | +354.3% | +170.3% |
| All | +3,795.2% | +529.0% | +3,266.2% | +629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling