+23.4%
ISRG vs XYL
+12.6%
+10.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.1% |
| 7D | -1.6% | -5.0% | +3.5% | +0.8% |
| 30D | -2.3% | -13.2% | +11.0% | +4.3% |
| 3M | -12.4% | -3.7% | -8.7% | -10.8% |
| 6M | -26.8% | -17.7% | -9.1% | -20.3% |
| YTD | -35.3% | -21.5% | -13.7% | -28.4% |
| 1Y | -19.3% | -24.5% | +5.2% | -9.1% |
| All | +23.4% | +12.6% | +10.8% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling