+370.1%
ISRG vs XEL
+146.5%
+223.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -5.0% | +0.9% | -5.9% | -5.4% |
| 30D | -10.2% | -0.9% | -9.3% | -10.0% |
| 3M | -17.2% | -1.4% | -15.8% | -16.8% |
| 6M | -28.4% | -5.8% | -22.6% | -27.0% |
| YTD | -37.6% | +4.7% | -42.3% | -39.4% |
| 1Y | -24.4% | +9.1% | -33.5% | -28.3% |
| 3Y | +18.4% | +47.8% | -29.4% | -5.2% |
| 5Y | -1.0% | +29.0% | -30.0% | -15.2% |
| 10Y | +370.1% | +154.0% | +216.1% | +218.0% |
| All | +370.1% | +146.5% | +223.6% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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