+722.2%
ISRG vs XYZ
+690.7%
+31.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.8% |
| 7D | +5.4% | +14.9% | -9.5% | +1.6% |
| 30D | +8.6% | +14.7% | -6.0% | +4.7% |
| 3M | +21.6% | +12.1% | +9.5% | +17.5% |
| 6M | +2.3% | +18.3% | -16.0% | -2.8% |
| YTD | -18.7% | +36.1% | -54.7% | -26.4% |
| 1Y | -17.8% | +35.3% | -53.1% | -25.6% |
| 3Y | +69.1% | +73.5% | -4.4% | +34.3% |
| 5Y | +26.5% | -61.6% | +88.1% | +36.9% |
| 10Y | +536.3% | +638.0% | -101.7% | +268.2% |
| All | +722.2% | +690.7% | +31.4% | +348.7% |
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 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