-19.3%
ISRG vs LYB
+25.6%
-44.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -1.1% |
| 7D | -1.6% | -0.2% | -1.3% | -1.6% |
| 30D | -2.3% | +8.7% | -11.0% | -1.3% |
| 3M | -12.4% | -3.0% | -9.4% | -12.2% |
| 6M | -26.8% | +4.7% | -31.6% | -27.7% |
| YTD | -35.3% | +51.6% | -86.8% | -38.6% |
| 1Y | -19.3% | +24.4% | -43.7% | -17.8% |
| All | -19.3% | +25.6% | -44.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling