-24.4%
ISRG vs XYZ
+5.0%
-29.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -5.0% | -3.7% | -1.3% | -4.2% |
| 30D | -10.2% | +0.5% | -10.7% | -10.4% |
| 3M | -17.2% | +16.3% | -33.5% | -19.5% |
| 6M | -28.4% | +21.1% | -49.6% | -31.3% |
| YTD | -37.6% | +22.0% | -59.6% | -40.2% |
| 1Y | -24.4% | +5.2% | -29.6% | -26.3% |
| All | -24.4% | +5.0% | -29.4% | -26.3% |
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