-19.0%
ISRG vs XLU
+3.1%
-22.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +0.7% | -1.6% | +2.3% | +0.7% |
| 30D | -8.0% | -3.3% | -4.7% | -7.8% |
| 3M | -10.6% | -3.2% | -7.4% | -10.3% |
| 6M | -25.1% | -7.0% | -18.1% | -24.6% |
| YTD | -34.8% | +0.6% | -35.5% | -34.5% |
| 1Y | -19.0% | +2.4% | -21.5% | -20.4% |
| All | -19.0% | +3.1% | -22.1% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling