+53.3%
XLE vs ISRG
-25.0%
+78.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +0.8% |
| 7D | 0.0% | -5.2% | +5.2% | -0.4% |
| 30D | +12.6% | -7.6% | +20.2% | +12.1% |
| 3M | +11.8% | -16.4% | +28.2% | +10.9% |
| 6M | +16.1% | -28.6% | +44.6% | +14.7% |
| YTD | +46.9% | -38.2% | +85.0% | +45.4% |
| 1Y | +53.3% | -25.5% | +78.8% | +46.5% |
| All | +53.3% | -25.0% | +78.2% | +46.5% |
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