-19.0%
ISRG vs LYB
+24.5%
-43.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +2.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | -8.0% | +2.5% | -10.5% | -7.7% |
| 3M | -10.6% | +1.4% | -12.0% | -10.1% |
| 6M | -25.1% | -3.5% | -21.6% | -25.6% |
| YTD | -34.8% | +52.0% | -86.8% | -37.9% |
| 1Y | -19.0% | +22.1% | -41.1% | -17.4% |
| All | -19.0% | +24.5% | -43.6% | -17.4% |
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