+397.5%
XLF vs ISRG
+18,108.6%
-17,711.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | +0.2% | -2.3% | +2.4% | +0.6% |
| 3M | +11.7% | -12.4% | +24.2% | +14.1% |
| 6M | +13.8% | -26.8% | +40.6% | +20.3% |
| YTD | +7.0% | -35.3% | +42.3% | +15.8% |
| 1Y | +9.1% | -19.3% | +28.5% | +12.6% |
| 3Y | +75.6% | +18.1% | +57.5% | +65.8% |
| 5Y | +66.4% | +2.6% | +63.8% | +58.7% |
| 10Y | +250.3% | +379.4% | -129.2% | +148.4% |
| All | +397.5% | +18,108.6% | -17,711.1% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling