+17.4%
ISRG vs XEL
+50.2%
-32.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.6% |
| 7D | -5.2% | +1.3% | -6.5% | -5.3% |
| 30D | -7.6% | -1.5% | -6.0% | -7.5% |
| 3M | -16.4% | -0.2% | -16.1% | -16.2% |
| 6M | -28.6% | -5.4% | -23.1% | -28.2% |
| YTD | -38.2% | +5.6% | -43.8% | -38.5% |
| 1Y | -25.5% | +10.5% | -36.0% | -26.4% |
| 3Y | +17.4% | +49.2% | -31.8% | +14.6% |
| All | +17.4% | +50.2% | -32.7% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling