+23.9%
ISRG vs XOP
+76.5%
-52.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +4.8% | -14.7% | +19.5% | +8.3% |
| 30D | +9.2% | -7.7% | +16.9% | +10.7% |
| 3M | +21.2% | +4.4% | +16.7% | +19.0% |
| 6M | +0.2% | +3.5% | -3.3% | -2.0% |
| YTD | -20.1% | +39.4% | -59.5% | -29.3% |
| 1Y | -17.3% | +39.8% | -57.1% | -27.0% |
| 3Y | +63.3% | +29.7% | +33.7% | +43.7% |
| All | +23.9% | +76.5% | -52.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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