+17,983.8%
ISRG vs XLB
+781.7%
+17,202.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -0.6% |
| 30D | -2.3% | -0.4% | -1.9% | -2.0% |
| 3M | -12.4% | +2.0% | -14.4% | -13.8% |
| 6M | -26.8% | +1.8% | -28.7% | -28.2% |
| YTD | -35.3% | +16.6% | -51.8% | -42.6% |
| 1Y | -19.3% | +16.9% | -36.3% | -28.7% |
| 3Y | +18.1% | +32.6% | -14.4% | -5.0% |
| 5Y | +2.6% | +35.6% | -33.0% | -18.0% |
| 10Y | +379.4% | +160.0% | +219.4% | +141.4% |
| All | +17,983.8% | +781.7% | +17,202.1% | +4,628.2% |
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