+539.2%
ISRG vs XLU
+164.3%
+374.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -2.0% | +2.1% | -4.1% | -3.3% |
| 30D | +5.6% | +5.6% | 0.0% | +2.0% |
| 3M | +10.5% | +0.7% | +9.8% | +9.7% |
| 6M | +2.6% | -0.1% | +2.7% | +2.2% |
| YTD | -21.7% | +5.3% | -27.0% | -25.2% |
| 1Y | -21.6% | +2.2% | -23.7% | -23.6% |
| 3Y | +57.0% | +61.6% | -4.6% | +10.1% |
| 5Y | +25.0% | +53.6% | -28.6% | -9.3% |
| All | +539.2% | +164.3% | +374.9% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling