-3.0%
ISRG vs XLI
+83.4%
-86.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.0% |
| 7D | -5.2% | +1.0% | -6.1% | -6.1% |
| 30D | -7.6% | -5.8% | -1.8% | -2.0% |
| 3M | -16.4% | +0.7% | -17.1% | -17.4% |
| 6M | -28.6% | +3.2% | -31.7% | -31.6% |
| YTD | -38.2% | +13.0% | -51.2% | -46.6% |
| 1Y | -25.5% | +16.8% | -42.3% | -38.0% |
| 3Y | +17.4% | +72.4% | -55.0% | -37.9% |
| 5Y | -3.0% | +82.8% | -85.7% | -51.3% |
| All | -3.0% | +83.4% | -86.4% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling