+771.9%
XOM vs ISRG
+17,287.3%
-16,515.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.3% | +1.4% |
| 7D | -2.4% | -5.2% | +2.8% | -1.7% |
| 30D | +5.7% | -7.6% | +13.2% | +6.7% |
| 3M | +6.6% | -16.4% | +22.9% | +8.6% |
| 6M | +7.7% | -28.6% | +36.2% | +11.8% |
| YTD | +36.2% | -38.2% | +74.4% | +44.1% |
| 1Y | +50.5% | -25.5% | +76.0% | +54.7% |
| 3Y | +53.4% | +17.4% | +35.9% | +45.9% |
| 5Y | +254.2% | -3.0% | +257.2% | +240.4% |
| 10Y | +177.9% | +356.0% | -178.1% | +115.8% |
| All | +771.9% | +17,287.3% | -16,515.4% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling