+5.7%
ISRG vs LYB
-1.9%
+7.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | -10.2% | +1.5% | -11.7% | -10.5% |
| 3M | -12.5% | -0.3% | -12.2% | -12.7% |
| 6M | -25.8% | +0.1% | -25.9% | -27.6% |
| YTD | -36.4% | +53.4% | -89.8% | -45.5% |
| 1Y | -19.9% | +25.6% | -45.5% | -27.3% |
| 3Y | +20.9% | -21.3% | +42.2% | +23.0% |
| 5Y | +5.7% | -2.4% | +8.1% | +0.7% |
| All | +5.7% | -1.9% | +7.6% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling