+246.5%
XLF vs ISRG
+380.4%
-133.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -1.0% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | -1.6% | -10.2% | +8.6% | +1.9% |
| 3M | +9.3% | -12.5% | +21.8% | +13.1% |
| 6M | +14.6% | -25.8% | +40.4% | +25.1% |
| YTD | +4.7% | -36.4% | +41.1% | +20.5% |
| 1Y | +8.6% | -19.9% | +28.5% | +14.3% |
| 3Y | +73.9% | +20.9% | +53.0% | +52.2% |
| 5Y | +65.0% | +5.7% | +59.4% | +46.4% |
| All | +246.5% | +380.4% | -133.8% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling