+2.0%
ISRG vs XLC
+38.0%
-36.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | +0.3% |
| 7D | -1.6% | -0.8% | -0.7% | -0.8% |
| 30D | -2.3% | +1.0% | -3.3% | -3.3% |
| 3M | -12.4% | -0.7% | -11.7% | -11.8% |
| 6M | -26.8% | -5.1% | -21.7% | -23.1% |
| YTD | -35.3% | -4.3% | -31.0% | -32.6% |
| 1Y | -19.3% | -0.6% | -18.8% | -19.1% |
| 3Y | +18.1% | +72.7% | -54.6% | -29.2% |
| All | +2.0% | +38.0% | -36.0% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling