-21.4%
ISRG vs XLP
+22.6%
-44.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -6.8% | -0.5% | -6.2% | -6.5% |
| 30D | +5.1% | +8.3% | -3.2% | +1.4% |
| 3M | +12.0% | +8.7% | +3.3% | +7.9% |
| 6M | +7.0% | +11.2% | -4.2% | +2.9% |
| YTD | -20.6% | +20.0% | -40.6% | -21.1% |
| 1Y | -21.4% | +21.3% | -42.8% | -21.9% |
| All | -21.4% | +22.6% | -44.0% | -21.9% |
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