-10.5%
ISRG vs LYB
+47.4%
-57.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.7% | +14.1% | +8.4% |
| 7D | +8.5% | -6.2% | +14.7% | +7.4% |
| 30D | +18.6% | +6.3% | +12.3% | +20.0% |
| 3M | +30.9% | +4.1% | +26.8% | +32.1% |
| 6M | +6.6% | -15.5% | +22.0% | +5.0% |
| YTD | -14.9% | +50.2% | -65.1% | -13.6% |
| 1Y | -10.5% | +50.6% | -61.1% | -9.1% |
| All | -10.5% | +47.4% | -57.9% | -9.1% |
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