+533.8%
ISRG vs XYL
+100.1%
+433.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.5% |
| 7D | -6.1% | -6.0% | -0.1% | -2.9% |
| 30D | +4.2% | -8.3% | +12.5% | +8.2% |
| 3M | +9.6% | -22.6% | +32.2% | +24.6% |
| 6M | +1.9% | -15.0% | +16.9% | +9.7% |
| YTD | -22.3% | -30.2% | +7.9% | -7.6% |
| 1Y | -23.2% | -36.4% | +13.2% | -3.6% |
| 3Y | +58.5% | -0.9% | +59.4% | +50.4% |
| 5Y | +23.9% | -23.4% | +47.3% | +33.0% |
| All | +533.8% | +100.1% | +433.8% | +335.0% |
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