+702.5%
ISRG vs XYZ
+665.4%
+37.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | -2.2% | -4.6% | -6.2% |
| 30D | +5.1% | +11.6% | -6.5% | +2.0% |
| 3M | +12.0% | +8.4% | +3.6% | +9.3% |
| 6M | +7.0% | +17.2% | -10.1% | +1.9% |
| YTD | -20.6% | +31.7% | -52.3% | -27.5% |
| 1Y | -21.4% | +30.1% | -51.5% | -28.2% |
| 3Y | +62.0% | +66.4% | -4.4% | +30.1% |
| 5Y | +28.1% | -62.2% | +90.3% | +39.2% |
| 10Y | +550.7% | +621.5% | -70.9% | +279.5% |
| All | +702.5% | +665.4% | +37.1% | +341.8% |
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