+22,093.8%
ISRG vs XLI
+818.5%
+21,275.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +2.1% | -1.5% | +3.6% | +3.3% |
| 30D | +6.2% | -0.3% | +6.5% | +6.1% |
| 3M | +14.4% | -8.4% | +22.8% | +22.8% |
| 6M | 0.0% | -2.1% | +2.1% | +0.8% |
| YTD | -20.5% | +9.6% | -30.2% | -28.0% |
| 1Y | -21.9% | +10.7% | -32.6% | -29.9% |
| 3Y | +62.2% | +71.6% | -9.4% | -1.0% |
| 5Y | +25.2% | +70.8% | -45.6% | -22.2% |
| 10Y | +537.3% | +228.0% | +309.4% | +122.5% |
| All | +22,093.8% | +818.5% | +21,275.2% | +3,124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling