+46.0%
XOM vs ISRG
-16.8%
+62.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.8% |
| 7D | +1.8% | -1.6% | +3.3% | +1.6% |
| 30D | +5.9% | -2.3% | +8.1% | +5.6% |
| 3M | +5.6% | -12.4% | +18.0% | +4.4% |
| 6M | +7.9% | -26.8% | +34.7% | +5.1% |
| YTD | +35.2% | -35.3% | +70.4% | +31.1% |
| 1Y | +46.0% | -19.3% | +65.3% | +37.7% |
| All | +46.0% | -16.8% | +62.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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