+163.9%
XLE vs ISRG
+524.5%
-360.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -7.9% | +5.4% | -13.3% | -9.5% |
| 30D | -4.8% | +8.6% | -13.5% | -7.4% |
| 3M | +8.4% | +21.6% | -13.2% | +1.7% |
| 6M | +12.7% | +2.3% | +10.3% | +10.0% |
| YTD | +41.3% | -18.7% | +60.0% | +47.5% |
| 1Y | +42.3% | -17.8% | +60.1% | +47.7% |
| 3Y | +65.1% | +69.1% | -4.0% | +27.8% |
| 5Y | +150.2% | +26.5% | +123.7% | +108.6% |
| 10Y | +163.9% | +536.3% | -372.3% | +31.7% |
| All | +163.9% | +524.5% | -360.6% | +31.7% |
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