+775.2%
ISRG vs LYB
+634.9%
+140.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.0% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | -7.6% | +9.5% | -17.1% | -10.0% |
| 3M | -16.4% | +1.3% | -17.6% | -17.3% |
| 6M | -28.6% | -1.7% | -26.8% | -30.1% |
| YTD | -38.2% | +54.1% | -92.3% | -47.7% |
| 1Y | -25.5% | +25.7% | -51.2% | -33.3% |
| 3Y | +17.4% | -20.9% | +38.4% | +18.5% |
| 5Y | -3.0% | -1.5% | -1.4% | -9.9% |
| 10Y | +356.0% | +45.0% | +311.0% | +245.4% |
| All | +775.2% | +634.9% | +140.3% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling