+28.1%
ISRG vs XLU
+51.9%
-23.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | +0.5% | -7.2% | -7.0% |
| 30D | +5.1% | +5.3% | -0.1% | +2.2% |
| 3M | +12.0% | +1.2% | +10.9% | +11.1% |
| 6M | +7.0% | -1.6% | +8.6% | +7.7% |
| YTD | -20.6% | +4.8% | -25.4% | -23.6% |
| 1Y | -21.4% | +0.5% | -21.9% | -22.4% |
| 3Y | +62.0% | +58.9% | +3.1% | +15.8% |
| 5Y | +28.1% | +52.7% | -24.6% | -5.2% |
| All | +28.1% | +51.9% | -23.7% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling