+752.2%
ISRG vs XYL
+449.8%
+302.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.1% |
| 7D | -1.6% | -5.0% | +3.5% | +0.9% |
| 30D | -2.3% | -13.2% | +11.0% | +4.7% |
| 3M | -12.4% | -3.7% | -8.7% | -10.9% |
| 6M | -26.8% | -17.7% | -9.1% | -19.9% |
| YTD | -35.3% | -21.5% | -13.7% | -27.9% |
| 1Y | -19.3% | -24.5% | +5.2% | -8.5% |
| 3Y | +18.1% | +6.9% | +11.2% | +11.1% |
| 5Y | +2.6% | -18.1% | +20.7% | +7.3% |
| 10Y | +379.4% | +134.7% | +244.7% | +223.4% |
| All | +752.2% | +449.8% | +302.5% | +342.7% |
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