+170.7%
XLE vs ISRG
+358.2%
-187.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +2.4% |
| 7D | 0.0% | -5.2% | +5.2% | +1.5% |
| 30D | +12.6% | -7.6% | +20.2% | +15.1% |
| 3M | +11.8% | -16.4% | +28.2% | +16.5% |
| 6M | +16.1% | -28.6% | +44.6% | +26.2% |
| YTD | +46.9% | -38.2% | +85.0% | +66.7% |
| 1Y | +53.3% | -25.5% | +78.8% | +62.3% |
| 3Y | +54.9% | +17.4% | +37.5% | +35.0% |
| 5Y | +225.7% | -3.0% | +228.7% | +193.8% |
| 10Y | +170.7% | +356.0% | -185.3% | +46.2% |
| All | +170.7% | +358.2% | -187.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling