+28.4%
ISRG vs XLP
+43.0%
-14.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.2% |
| 7D | +4.4% | +3.5% | +0.9% | +1.5% |
| 30D | +15.8% | +11.6% | +4.2% | +5.3% |
| 3M | +24.9% | +7.6% | +17.2% | +17.1% |
| 6M | +3.8% | +10.0% | -6.2% | -4.3% |
| YTD | -17.3% | +19.7% | -37.0% | -30.1% |
| 1Y | -14.6% | +23.5% | -38.0% | -30.1% |
| 3Y | +68.2% | +44.0% | +24.2% | +13.1% |
| 5Y | +28.4% | +42.7% | -14.3% | -9.6% |
| All | +28.4% | +43.0% | -14.6% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling