-1.0%
ISRG vs XLU
+43.5%
-44.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -5.0% | +0.6% | -5.6% | -5.4% |
| 30D | -10.2% | -0.4% | -9.8% | -10.1% |
| 3M | -17.2% | -1.7% | -15.5% | -16.5% |
| 6M | -28.4% | -7.1% | -21.3% | -25.7% |
| YTD | -37.6% | +1.9% | -39.6% | -39.0% |
| 1Y | -24.4% | +6.1% | -30.6% | -28.2% |
| 3Y | +18.4% | +48.8% | -30.3% | -11.3% |
| 5Y | -1.0% | +43.8% | -44.8% | -23.5% |
| All | -1.0% | +43.5% | -44.4% | -23.5% |
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