-3.0%
ISRG vs XEL
+33.1%
-36.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.9% |
| 7D | -5.2% | +1.3% | -6.5% | -5.5% |
| 30D | -7.6% | -1.5% | -6.0% | -7.2% |
| 3M | -16.4% | -0.2% | -16.1% | -16.3% |
| 6M | -28.6% | -5.4% | -23.1% | -27.6% |
| YTD | -38.2% | +5.6% | -43.8% | -39.6% |
| 1Y | -25.5% | +10.5% | -36.0% | -28.5% |
| 3Y | +17.4% | +49.2% | -31.8% | -1.4% |
| 5Y | -3.0% | +30.1% | -33.1% | -11.3% |
| All | -3.0% | +33.1% | -36.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling