+115.0%
ISRG vs XLC
+142.6%
-27.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -4.1% |
| 7D | -5.2% | +0.6% | -5.7% | -5.7% |
| 30D | -7.6% | +0.2% | -7.8% | -7.9% |
| 3M | -16.4% | +0.6% | -17.0% | -16.8% |
| 6M | -28.6% | -4.5% | -24.1% | -25.3% |
| YTD | -38.2% | -4.7% | -33.5% | -35.3% |
| 1Y | -25.5% | -1.7% | -23.8% | -24.5% |
| 3Y | +17.4% | +72.3% | -54.9% | -30.9% |
| 5Y | -3.0% | +37.8% | -40.7% | -28.8% |
| All | +115.0% | +142.6% | -27.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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