+821.3%
XOM vs ISRG
+21,742.8%
-20,921.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +4.0% | +2.1% |
| 7D | +2.7% | -6.1% | +8.8% | +3.6% |
| 30D | -2.5% | +4.2% | -6.7% | -3.2% |
| 3M | +7.0% | +9.6% | -2.7% | +5.3% |
| 6M | +14.2% | +1.9% | +12.4% | +13.0% |
| YTD | +43.9% | -22.3% | +66.2% | +47.3% |
| 1Y | +47.9% | -23.2% | +71.1% | +51.5% |
| 3Y | +80.6% | +58.5% | +22.1% | +64.5% |
| 5Y | +212.8% | +23.9% | +188.9% | +190.2% |
| 10Y | +202.6% | +536.7% | -334.2% | +124.6% |
| All | +821.3% | +21,742.8% | -20,921.5% | +394.4% |
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