+554.6%
ISRG vs XYZ
+638.9%
-84.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | -2.3% | -1.7% | -0.6% | -2.0% |
| 3M | -12.4% | +16.7% | -29.2% | -16.2% |
| 6M | -26.8% | +26.9% | -53.7% | -31.8% |
| YTD | -35.3% | +27.1% | -62.4% | -40.2% |
| 1Y | -19.3% | +9.3% | -28.6% | -23.0% |
| 3Y | +18.1% | +42.3% | -24.1% | -1.4% |
| 5Y | +2.6% | -69.3% | +72.0% | +17.8% |
| 10Y | +379.4% | +586.8% | -207.4% | +183.0% |
| All | +554.6% | +638.9% | -84.3% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling