-10.5%
ISRG vs XYZ
+19.9%
-30.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +15.3% | -5.9% | +5.4% |
| 7D | +8.5% | +16.5% | -8.0% | +4.3% |
| 30D | +18.6% | +15.0% | +3.6% | +14.2% |
| 3M | +30.9% | +3.5% | +27.4% | +28.8% |
| 6M | +6.6% | +21.9% | -15.3% | +1.3% |
| YTD | -14.9% | +34.6% | -49.5% | -20.8% |
| 1Y | -10.5% | +20.7% | -31.3% | -15.1% |
| All | -10.5% | +19.9% | -30.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling