+537.3%
ISRG vs XLB
+166.1%
+371.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | +2.1% | +0.5% | +1.6% | +1.8% |
| 30D | +6.2% | +6.9% | -0.8% | +0.3% |
| 3M | +14.4% | -0.2% | +14.6% | +14.4% |
| 6M | 0.0% | +3.3% | -3.3% | -3.3% |
| YTD | -20.5% | +18.0% | -38.6% | -32.3% |
| 1Y | -21.9% | +24.2% | -46.1% | -36.5% |
| 3Y | +62.2% | +44.7% | +17.5% | +13.8% |
| 5Y | +25.2% | +31.6% | -6.4% | -3.6% |
| 10Y | +537.3% | +164.2% | +373.1% | +176.4% |
| All | +537.3% | +166.1% | +371.3% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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