+17.4%
ISRG vs OXY
-1.9%
+19.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.6% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | -7.6% | +8.5% | -16.0% | -8.0% |
| 3M | -16.4% | +6.0% | -22.4% | -16.7% |
| 6M | -28.6% | +13.0% | -41.5% | -30.0% |
| YTD | -38.2% | +48.9% | -87.1% | -42.7% |
| 1Y | -25.5% | +36.4% | -61.9% | -30.0% |
| 3Y | +17.4% | -2.3% | +19.7% | +9.2% |
| All | +17.4% | -1.9% | +19.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 3y: compounded portfolio wealth divided by compounded OXY 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…
3y analysis · Full analysis span regression · 6 months rolling