-1.0%
ISRG vs OXY
+164.6%
-165.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -5.0% | +0.6% | -5.7% | -5.1% |
| 30D | -10.2% | +4.5% | -14.7% | -10.7% |
| 3M | -17.2% | +8.9% | -26.1% | -18.3% |
| 6M | -28.4% | +12.5% | -40.9% | -30.3% |
| YTD | -37.6% | +50.5% | -88.1% | -42.5% |
| 1Y | -24.4% | +38.6% | -63.1% | -29.4% |
| 3Y | +18.4% | -1.2% | +19.7% | +14.7% |
| 5Y | -1.0% | +161.6% | -162.6% | -16.5% |
| All | -1.0% | +164.6% | -165.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling