+191.6%
XOM vs ISRG
+380.4%
-188.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | +1.9% | -2.5% | +4.4% | +2.4% |
| 30D | +4.1% | -10.2% | +14.2% | +6.4% |
| 3M | +10.4% | -12.5% | +22.9% | +12.8% |
| 6M | +13.0% | -25.8% | +38.8% | +19.4% |
| YTD | +40.1% | -36.4% | +76.4% | +53.3% |
| 1Y | +51.1% | -19.9% | +71.0% | +55.0% |
| 3Y | +57.7% | +20.9% | +36.9% | +38.9% |
| 5Y | +264.7% | +5.7% | +259.1% | +223.3% |
| All | +191.6% | +380.4% | -188.8% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling