+2.0%
ISRG vs XOP
+156.6%
-154.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.6% | +2.6% | -4.1% | -2.2% |
| 30D | -2.3% | +15.4% | -17.7% | -5.5% |
| 3M | -12.4% | +12.1% | -24.5% | -15.1% |
| 6M | -26.8% | +19.7% | -46.5% | -30.9% |
| YTD | -35.3% | +52.4% | -87.6% | -43.1% |
| 1Y | -19.3% | +47.6% | -66.9% | -28.6% |
| 3Y | +18.1% | +34.4% | -16.2% | +4.7% |
| All | +2.0% | +156.6% | -154.6% | -21.6% |
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