+22.1%
ISRG vs XLY
+35.2%
-13.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.7% |
| 7D | +0.7% | -1.7% | +2.4% | +2.0% |
| 30D | -8.0% | -4.2% | -3.8% | -4.9% |
| 3M | -10.6% | -2.7% | -7.9% | -8.6% |
| 6M | -25.1% | -0.6% | -24.5% | -24.7% |
| YTD | -34.8% | -5.0% | -29.8% | -32.3% |
| 1Y | -19.0% | -4.1% | -14.9% | -16.7% |
| 3Y | +22.1% | +33.6% | -11.5% | -4.5% |
| All | +22.1% | +35.2% | -13.1% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling