+63.3%
ISRG vs XLP
+42.1%
+21.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.6% |
| 7D | +4.8% | +0.7% | +4.1% | +4.5% |
| 30D | +9.2% | +10.3% | -1.0% | +3.5% |
| 3M | +21.2% | +6.5% | +14.6% | +17.0% |
| 6M | +0.2% | +8.4% | -8.1% | -3.9% |
| YTD | -20.1% | +18.2% | -38.2% | -27.3% |
| 1Y | -17.3% | +22.4% | -39.8% | -26.6% |
| 3Y | +63.3% | +41.9% | +21.4% | +33.9% |
| All | +63.3% | +42.1% | +21.2% | +33.9% |
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 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