+14.7%
XLF vs ISRG
-11.6%
+26.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -5.9% | +1.8% |
| 7D | +5.5% | +8.5% | -3.1% | +3.9% |
| 30D | +9.9% | +18.6% | -8.7% | +6.6% |
| 3M | +2.6% | +30.9% | -28.3% | -2.3% |
| 6M | +15.6% | +6.6% | +9.0% | +14.4% |
| YTD | +9.4% | -14.9% | +24.3% | +14.5% |
| 1Y | +14.7% | -10.5% | +25.2% | +18.4% |
| All | +14.7% | -11.6% | +26.3% | +18.4% |
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