+3,054.6%
ISRG vs XOP
+82.9%
+2,971.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.6% | +2.6% | -4.1% | -2.4% |
| 30D | -2.3% | +15.4% | -17.7% | -6.7% |
| 3M | -12.4% | +12.1% | -24.5% | -16.2% |
| 6M | -26.8% | +19.7% | -46.5% | -32.1% |
| YTD | -35.3% | +52.4% | -87.6% | -44.7% |
| 1Y | -19.3% | +47.6% | -66.9% | -30.6% |
| 3Y | +18.1% | +34.4% | -16.2% | +2.9% |
| 5Y | +2.6% | +154.4% | -151.7% | -30.7% |
| 10Y | +379.4% | +54.7% | +324.8% | +229.3% |
| All | +3,054.6% | +82.9% | +2,971.6% | +1,213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling