+149.9%
XLE vs ISRG
+23.7%
+126.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +0.4% |
| 7D | -12.0% | +4.8% | -16.8% | -12.6% |
| 30D | -2.7% | +9.2% | -12.0% | -4.0% |
| 3M | +6.6% | +21.2% | -14.6% | +3.6% |
| 6M | +9.5% | +0.2% | +9.3% | +9.0% |
| YTD | +40.6% | -20.1% | +60.6% | +45.1% |
| 1Y | +43.6% | -17.3% | +60.9% | +47.2% |
| 3Y | +58.1% | +63.3% | -5.2% | +40.8% |
| All | +149.9% | +23.7% | +126.2% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling