+41.0%
XLE vs ISRG
-17.8%
+58.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.8% |
| 7D | -7.9% | +5.4% | -13.3% | -6.9% |
| 30D | -4.8% | +8.6% | -13.5% | -3.4% |
| 3M | +8.4% | +21.6% | -13.2% | +11.8% |
| 6M | +12.7% | +2.3% | +10.3% | +13.5% |
| YTD | +41.3% | -18.7% | +60.0% | +35.2% |
| All | +41.0% | -17.8% | +58.8% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling