+69.0%
ISRG vs XLP
+43.9%
+25.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.4% |
| 7D | +4.4% | +3.5% | +0.9% | +2.4% |
| 30D | +15.8% | +11.6% | +4.2% | +8.9% |
| 3M | +24.9% | +7.6% | +17.2% | +19.8% |
| 6M | +3.8% | +10.0% | -6.2% | -1.4% |
| YTD | -17.3% | +19.7% | -37.0% | -25.4% |
| 1Y | -14.6% | +23.5% | -38.0% | -24.5% |
| All | +69.0% | +43.9% | +25.1% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling