+28.1%
ISRG vs XEL
+48.1%
-20.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -6.8% | +0.7% | -7.5% | -6.9% |
| 30D | +5.1% | +9.3% | -4.2% | +2.7% |
| 3M | +12.0% | +5.3% | +6.8% | +10.4% |
| 6M | +7.0% | +2.2% | +4.8% | +6.3% |
| YTD | -20.6% | +12.3% | -33.0% | -23.7% |
| 1Y | -21.4% | +3.0% | -24.5% | -22.4% |
| 3Y | +62.0% | +51.6% | +10.4% | +37.4% |
| 5Y | +28.1% | +50.0% | -21.8% | +13.0% |
| All | +28.1% | +48.1% | -20.0% | +13.0% |
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 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