-10.5%
ISRG vs XLP
+24.3%
-34.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +7.7% |
| 7D | +8.5% | +5.9% | +2.7% | +5.7% |
| 30D | +18.6% | +13.5% | +5.2% | +12.1% |
| 3M | +30.9% | +8.4% | +22.5% | +26.2% |
| 6M | +6.6% | +11.5% | -5.0% | +2.3% |
| YTD | -14.9% | +20.6% | -35.5% | -16.1% |
| 1Y | -10.5% | +24.3% | -34.8% | -11.4% |
| All | -10.5% | +24.3% | -34.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling