+970.4%
ISRG vs XYL
+416.3%
+554.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.0% |
| 7D | +5.4% | +2.1% | +3.4% | +4.6% |
| 30D | +8.6% | -3.4% | +12.0% | +9.6% |
| 3M | +21.6% | -17.2% | +38.8% | +31.7% |
| 6M | +2.3% | -12.0% | +14.4% | +7.5% |
| YTD | -18.7% | -26.3% | +7.6% | -7.7% |
| 1Y | -17.8% | -33.5% | +15.7% | -1.8% |
| 3Y | +69.1% | +6.4% | +62.7% | +57.8% |
| 5Y | +26.5% | -20.9% | +47.4% | +33.3% |
| 10Y | +536.3% | +120.8% | +415.4% | +337.5% |
| All | +970.4% | +416.3% | +554.1% | +466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling