+58.8%
XOM vs ISRG
+17.7%
+41.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | 0.0% | -5.0% | +5.1% | +0.1% |
| 30D | +3.4% | -10.2% | +13.6% | +3.5% |
| 3M | +11.0% | -17.2% | +28.2% | +11.3% |
| 6M | +10.6% | -28.4% | +39.0% | +11.6% |
| YTD | +39.2% | -37.6% | +76.8% | +41.6% |
| 1Y | +52.7% | -24.4% | +77.2% | +52.3% |
| All | +58.8% | +17.7% | +41.0% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling