+54.6%
XLE vs ISRG
+18.3%
+36.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.3% |
| 30D | +11.8% | -2.3% | +14.0% | +12.0% |
| 3M | +9.8% | -12.4% | +22.3% | +10.9% |
| 6M | +15.6% | -26.8% | +42.4% | +19.2% |
| YTD | +45.3% | -35.3% | +80.5% | +52.4% |
| 1Y | +48.3% | -19.3% | +67.6% | +49.2% |
| All | +54.6% | +18.3% | +36.3% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling