+17,983.8%
ISRG vs XLU
+629.5%
+17,354.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | +0.8% | -2.4% | -2.1% |
| 30D | -2.3% | -1.3% | -0.9% | -1.5% |
| 3M | -12.4% | -1.3% | -11.1% | -11.9% |
| 6M | -26.8% | -7.6% | -19.2% | -23.4% |
| YTD | -35.3% | +2.3% | -37.5% | -36.8% |
| 1Y | -19.3% | +5.8% | -25.1% | -23.3% |
| 3Y | +18.1% | +50.5% | -32.4% | -12.7% |
| 5Y | +2.6% | +44.1% | -41.5% | -21.9% |
| 10Y | +379.4% | +138.2% | +241.2% | +155.8% |
| All | +17,983.8% | +629.5% | +17,354.4% | +4,501.2% |
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 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