-3.0%
ISRG vs XYZ
-69.7%
+66.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.7% |
| 7D | -5.2% | +2.9% | -8.0% | -5.9% |
| 30D | -7.6% | +1.4% | -9.0% | -8.0% |
| 3M | -16.4% | +14.6% | -30.9% | -19.4% |
| 6M | -28.6% | +20.8% | -49.3% | -32.4% |
| YTD | -38.2% | +23.1% | -61.2% | -42.2% |
| 1Y | -25.5% | +5.6% | -31.1% | -28.1% |
| 3Y | +17.4% | +50.9% | -33.5% | -3.4% |
| 5Y | -3.0% | -68.6% | +65.6% | +15.7% |
| All | -3.0% | -69.7% | +66.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling