+21,775.7%
ISRG vs XLU
+651.2%
+21,124.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -2.0% | +2.1% | -4.1% | -3.4% |
| 30D | +5.6% | +5.6% | 0.0% | +1.9% |
| 3M | +10.5% | +0.7% | +9.8% | +9.6% |
| 6M | +2.6% | -0.1% | +2.7% | +2.1% |
| 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% | +10.8% |
| 5Y | +25.0% | +53.6% | -28.6% | -9.0% |
| 10Y | +542.1% | +162.3% | +379.8% | +220.8% |
| All | +21,775.7% | +651.2% | +21,124.5% | +5,346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling