+178.0%
ISRG vs XLC
+128.7%
+49.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.8% |
| 7D | +4.8% | +4.9% | -0.1% | +0.3% |
| 30D | +9.2% | -5.8% | +15.0% | +15.5% |
| 3M | +21.2% | -5.4% | +26.6% | +27.3% |
| 6M | +0.2% | -10.2% | +10.4% | +10.9% |
| YTD | -20.1% | -10.2% | -9.9% | -11.7% |
| 1Y | -17.3% | -5.6% | -11.7% | -13.0% |
| 3Y | +63.3% | +61.0% | +2.3% | +2.3% |
| 5Y | +24.1% | +35.2% | -11.2% | -7.8% |
| All | +178.0% | +128.7% | +49.3% | +16.6% |
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