+182.8%
ISRG vs XLC
+134.3%
+48.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | -0.6% |
| 7D | +5.4% | +7.1% | -1.7% | -1.1% |
| 30D | +8.6% | -2.7% | +11.4% | +11.5% |
| 3M | +21.6% | -3.2% | +24.8% | +24.9% |
| 6M | +2.3% | -7.7% | +10.0% | +10.2% |
| YTD | -18.7% | -8.0% | -10.7% | -12.3% |
| 1Y | -17.8% | -3.1% | -14.7% | -15.6% |
| 3Y | +69.1% | +64.9% | +4.2% | +3.5% |
| 5Y | +26.5% | +39.5% | -13.0% | -8.8% |
| All | +182.8% | +134.3% | +48.4% | +15.9% |
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