+536.3%
ISRG vs XLB
+173.6%
+362.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.1% |
| 7D | +5.4% | -1.4% | +6.8% | +6.8% |
| 30D | +8.6% | +7.1% | +1.5% | +2.5% |
| 3M | +21.6% | +0.6% | +21.0% | +20.8% |
| 6M | +2.3% | +3.5% | -1.1% | -1.2% |
| YTD | -18.7% | +18.2% | -36.9% | -30.8% |
| 1Y | -17.8% | +25.6% | -43.4% | -33.8% |
| 3Y | +69.1% | +46.7% | +22.4% | +17.3% |
| 5Y | +26.5% | +30.9% | -4.4% | -2.1% |
| 10Y | +536.3% | +167.7% | +368.5% | +180.6% |
| All | +536.3% | +173.6% | +362.7% | +180.6% |
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