+370.1%
ISRG vs XYL
+140.7%
+229.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.5% |
| 7D | -5.0% | +0.8% | -5.9% | -5.6% |
| 30D | -10.2% | -10.8% | +0.6% | -4.5% |
| 3M | -17.2% | -2.5% | -14.7% | -16.2% |
| 6M | -28.4% | -12.2% | -16.2% | -23.6% |
| YTD | -37.6% | -20.1% | -17.6% | -30.3% |
| 1Y | -24.4% | -20.6% | -3.8% | -15.3% |
| 3Y | +18.4% | +17.3% | +1.1% | +3.6% |
| 5Y | -1.0% | -14.5% | +13.5% | +1.2% |
| 10Y | +370.1% | +150.2% | +219.9% | +204.0% |
| All | +370.1% | +140.7% | +229.4% | +204.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling