+356.0%
ISRG vs XLB
+159.0%
+197.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.6% | -3.7% |
| 7D | -5.2% | -0.2% | -4.9% | -4.9% |
| 30D | -7.6% | -1.7% | -5.8% | -6.2% |
| 3M | -16.4% | +4.4% | -20.7% | -19.4% |
| 6M | -28.6% | +5.0% | -33.6% | -32.0% |
| YTD | -38.2% | +15.5% | -53.6% | -46.2% |
| 1Y | -25.5% | +14.9% | -40.4% | -34.9% |
| 3Y | +17.4% | +34.5% | -17.1% | -11.7% |
| 5Y | -3.0% | +36.5% | -39.5% | -27.4% |
| 10Y | +356.0% | +159.6% | +196.4% | +110.3% |
| All | +356.0% | +159.0% | +197.0% | +110.3% |
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