-21.9%
ISRG vs XLP
+22.3%
-44.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.4% |
| 7D | +2.1% | +2.3% | -0.2% | +1.1% |
| 30D | +6.2% | +9.1% | -3.0% | +2.2% |
| 3M | +14.4% | +7.9% | +6.5% | +10.7% |
| 6M | 0.0% | +9.6% | -9.6% | -3.6% |
| YTD | -20.5% | +19.4% | -40.0% | -20.8% |
| 1Y | -21.9% | +22.4% | -44.3% | -21.9% |
| All | -21.9% | +22.3% | -44.2% | -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