+23,674.8%
ISRG vs XLP
+603.1%
+23,071.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +6.1% |
| 7D | +8.5% | +5.9% | +2.7% | +2.6% |
| 30D | +18.6% | +13.5% | +5.2% | +4.5% |
| 3M | +30.9% | +8.4% | +22.5% | +20.6% |
| 6M | +6.6% | +11.5% | -5.0% | -4.5% |
| YTD | -14.9% | +20.6% | -35.5% | -30.1% |
| 1Y | -10.5% | +24.3% | -34.8% | -28.9% |
| 3Y | +73.1% | +45.1% | +28.0% | +16.0% |
| 5Y | +32.7% | +44.6% | -11.9% | -10.0% |
| 10Y | +546.2% | +133.1% | +413.1% | +170.4% |
| All | +23,674.8% | +603.1% | +23,071.7% | +3,336.7% |
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