+17,983.8%
ISRG vs XLP
+542.6%
+17,441.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -1.6% | -1.0% | -0.6% | -0.6% |
| 30D | -2.3% | -0.9% | -1.4% | -1.5% |
| 3M | -12.4% | +3.8% | -16.3% | -15.6% |
| 6M | -26.8% | -1.7% | -25.1% | -25.7% |
| YTD | -35.3% | +10.3% | -45.5% | -41.8% |
| 1Y | -19.3% | +7.8% | -27.1% | -26.0% |
| 3Y | +18.1% | +27.2% | -9.1% | -9.5% |
| 5Y | +2.6% | +32.5% | -29.9% | -24.0% |
| 10Y | +379.4% | +101.8% | +277.6% | +132.1% |
| All | +17,983.8% | +542.6% | +17,441.3% | +2,761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling