+539.2%
ISRG vs XYZ
+597.9%
-58.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | 0.0% |
| 7D | -2.0% | -1.1% | -1.0% | -1.8% |
| 30D | +5.6% | +11.5% | -6.0% | +2.3% |
| 3M | +10.5% | +1.8% | +8.8% | +9.6% |
| 6M | +2.6% | +21.2% | -18.6% | -3.5% |
| YTD | -21.7% | +29.9% | -51.6% | -28.6% |
| 1Y | -21.6% | +35.8% | -57.3% | -29.5% |
| 3Y | +57.0% | +62.6% | -5.6% | +24.8% |
| 5Y | +25.0% | -62.8% | +87.8% | +38.3% |
| All | +539.2% | +597.9% | -58.7% | +261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling