+57.0%
ISRG vs XLC
+65.1%
-8.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | -0.1% |
| 7D | -2.0% | +3.7% | -5.8% | -5.3% |
| 30D | +5.6% | -1.9% | +7.5% | +7.3% |
| 3M | +10.5% | -3.1% | +13.7% | +13.2% |
| 6M | +2.6% | -6.4% | +9.0% | +8.6% |
| YTD | -21.7% | -6.8% | -14.8% | -16.7% |
| 1Y | -21.6% | -1.7% | -19.9% | -20.7% |
| 3Y | +57.0% | +64.7% | -7.7% | -0.8% |
| All | +57.0% | +65.1% | -8.0% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling