+25.5%
ISRG vs OXY
+99.7%
-74.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -2.0% | +4.2% | -6.2% | -2.5% |
| 30D | +5.6% | -4.3% | +9.9% | +6.0% |
| 3M | +10.5% | +2.3% | +8.3% | +9.9% |
| 6M | +2.6% | +5.5% | -2.9% | +1.1% |
| YTD | -21.7% | +44.9% | -66.6% | -27.9% |
| 1Y | -21.6% | +42.6% | -64.2% | -27.7% |
| 3Y | +57.0% | +0.7% | +56.3% | +50.8% |
| All | +25.5% | +99.7% | -74.3% | +5.9% |
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