+22,068.6%
ISRG vs XLI
+830.7%
+21,237.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.3% |
| 7D | -6.8% | +0.9% | -7.6% | -7.6% |
| 30D | +5.1% | +1.1% | +4.0% | +3.8% |
| 3M | +12.0% | -7.7% | +19.7% | +19.5% |
| 6M | +7.0% | -1.8% | +8.8% | +7.7% |
| YTD | -20.6% | +11.1% | -31.7% | -28.9% |
| 1Y | -21.4% | +12.1% | -33.5% | -30.2% |
| 3Y | +62.0% | +73.8% | -11.8% | -2.2% |
| 5Y | +28.1% | +73.8% | -45.6% | -21.6% |
| 10Y | +550.7% | +231.7% | +319.0% | +124.9% |
| All | +22,068.6% | +830.7% | +21,237.9% | +3,083.5% |
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