+386.2%
ISRG vs LYB
+48.3%
+337.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +2.7% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -8.0% | +2.5% | -10.5% | -8.8% |
| 3M | -10.6% | +1.4% | -12.0% | -11.6% |
| 6M | -25.1% | -3.5% | -21.6% | -26.5% |
| YTD | -34.8% | +52.0% | -86.8% | -45.6% |
| 1Y | -19.0% | +22.1% | -41.1% | -27.6% |
| 3Y | +22.1% | -22.8% | +44.9% | +24.5% |
| 5Y | +8.2% | -3.4% | +11.6% | 0.0% |
| All | +386.2% | +48.3% | +337.9% | +277.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling