+376.2%
ISRG vs XLP
+101.8%
+274.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -1.6% | -1.0% | -0.6% | -0.6% |
| 30D | -2.3% | -0.9% | -1.4% | -1.5% |
| 3M | -12.4% | +3.8% | -16.3% | -15.4% |
| 6M | -26.8% | -1.7% | -25.1% | -25.7% |
| YTD | -35.3% | +10.3% | -45.5% | -41.6% |
| 1Y | -19.3% | +7.8% | -27.1% | -25.7% |
| 3Y | +18.1% | +27.2% | -9.1% | -9.2% |
| 5Y | +2.6% | +32.5% | -29.9% | -23.6% |
| All | +376.2% | +101.8% | +274.4% | +150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling