-10.5%
ISRG vs XLY
+3.2%
-13.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.3% | +5.1% | +6.1% |
| 7D | +8.5% | +6.1% | +2.5% | +4.1% |
| 30D | +18.6% | +10.8% | +7.8% | +10.2% |
| 3M | +30.9% | +3.6% | +27.3% | +27.7% |
| 6M | +6.6% | +4.4% | +2.2% | +3.4% |
| YTD | -14.9% | +3.1% | -18.0% | -16.6% |
| 1Y | -10.5% | +3.6% | -14.1% | -12.7% |
| All | -10.5% | +3.2% | -13.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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