-23.2%
ISRG vs XLB
+21.4%
-44.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.5% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +4.2% | +5.3% | -1.0% | +2.3% |
| 3M | +9.6% | 0.0% | +9.6% | +9.8% |
| 6M | +1.9% | +1.2% | +0.6% | +1.4% |
| YTD | -22.3% | +16.9% | -39.2% | -27.5% |
| 1Y | -23.2% | +20.9% | -44.1% | -29.5% |
| All | -23.2% | +21.4% | -44.5% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling