+370.1%
ISRG vs XLI
+250.3%
+119.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +2.3% |
| 7D | -5.0% | -0.6% | -4.4% | -4.5% |
| 30D | -10.2% | -6.9% | -3.3% | -4.1% |
| 3M | -17.2% | -1.9% | -15.3% | -16.1% |
| 6M | -28.4% | +1.0% | -29.5% | -29.8% |
| YTD | -37.6% | +11.3% | -49.0% | -44.4% |
| 1Y | -24.4% | +15.8% | -40.3% | -35.3% |
| 3Y | +18.4% | +69.8% | -51.4% | -29.4% |
| 5Y | -1.0% | +80.9% | -81.9% | -43.8% |
| 10Y | +370.1% | +257.2% | +112.9% | +71.6% |
| All | +370.1% | +250.3% | +119.9% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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