+22,229.9%
ISRG vs XLB
+777.5%
+21,452.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -2.8% |
| 7D | +4.8% | -1.5% | +6.3% | +6.1% |
| 30D | +9.2% | +6.1% | +3.2% | +4.7% |
| 3M | +21.2% | 0.0% | +21.1% | +21.0% |
| 6M | +0.2% | 0.0% | +0.3% | -0.1% |
| YTD | -20.1% | +16.0% | -36.1% | -29.0% |
| 1Y | -17.3% | +24.7% | -42.1% | -30.4% |
| 3Y | +63.3% | +40.4% | +23.0% | +25.9% |
| 5Y | +24.1% | +30.7% | -6.6% | +1.8% |
| 10Y | +507.0% | +173.3% | +333.7% | +195.7% |
| All | +22,229.9% | +777.5% | +21,452.4% | +5,754.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling