+20.7%
XLK vs ISRG
-11.6%
+32.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -0.7% |
| 7D | -7.6% | +8.5% | -16.1% | -8.1% |
| 30D | -12.2% | +18.6% | -30.8% | -13.3% |
| 3M | -5.5% | +30.9% | -36.4% | -7.6% |
| 6M | +9.2% | +6.6% | +2.6% | +11.4% |
| YTD | +23.0% | -14.9% | +37.9% | +36.1% |
| 1Y | +20.7% | -10.5% | +31.2% | +30.6% |
| All | +20.7% | -11.6% | +32.3% | +30.6% |
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