-10.5%
ISRG vs XYL
-30.7%
+20.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.0% | +4.4% | +7.9% |
| 7D | +8.5% | +14.5% | -6.0% | +4.7% |
| 30D | +18.6% | -1.3% | +19.9% | +18.1% |
| 3M | +30.9% | -17.0% | +47.9% | +38.6% |
| 6M | +6.6% | -11.3% | +17.9% | +10.6% |
| YTD | -14.9% | -25.0% | +10.1% | -10.4% |
| 1Y | -10.5% | -31.5% | +21.0% | +2.2% |
| All | -10.5% | -30.7% | +20.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling