+17,320.1%
ISRG vs XLY
+1,064.9%
+16,255.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +2.0% |
| 7D | -5.0% | -2.1% | -2.9% | -3.4% |
| 30D | -10.2% | -6.0% | -4.2% | -5.4% |
| 3M | -17.2% | -2.7% | -14.4% | -15.2% |
| 6M | -28.4% | -1.5% | -27.0% | -27.7% |
| YTD | -37.6% | -5.4% | -32.2% | -34.9% |
| 1Y | -24.4% | -3.8% | -20.6% | -22.4% |
| 3Y | +18.4% | +36.6% | -18.1% | -10.3% |
| 5Y | -1.0% | +27.4% | -28.3% | -21.3% |
| 10Y | +370.1% | +218.2% | +151.9% | +80.0% |
| All | +17,320.1% | +1,064.9% | +16,255.1% | +2,625.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling