+63.3%
ISRG vs XYL
+5.2%
+58.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.4% |
| 7D | +4.8% | +5.9% | -1.1% | +2.6% |
| 30D | +9.2% | -3.9% | +13.2% | +10.2% |
| 3M | +21.2% | -18.7% | +39.8% | +31.5% |
| 6M | +0.2% | -16.9% | +17.1% | +7.6% |
| YTD | -20.1% | -27.4% | +7.3% | -9.6% |
| 1Y | -17.3% | -34.0% | +16.7% | -1.8% |
| 3Y | +63.3% | +5.6% | +57.7% | +32.4% |
| All | +63.3% | +5.2% | +58.1% | +32.4% |
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