+73.6%
XLF vs ISRG
+17.7%
+55.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -1.0% | -5.0% | +4.0% | 0.0% |
| 30D | -1.3% | -10.2% | +8.9% | +0.9% |
| 3M | +9.1% | -17.2% | +26.3% | +13.1% |
| 6M | +14.4% | -28.4% | +42.8% | +22.3% |
| YTD | +5.1% | -37.6% | +42.7% | +16.0% |
| 1Y | +8.6% | -24.4% | +33.1% | +14.1% |
| All | +73.6% | +17.7% | +55.9% | +67.9% |
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