+43.4%
XLK vs ISRG
-16.8%
+60.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.8% |
| 7D | +0.9% | -1.6% | +2.4% | +1.0% |
| 30D | +0.7% | -2.3% | +3.0% | +0.9% |
| 3M | -2.9% | -12.4% | +9.5% | -1.7% |
| 6M | +34.3% | -26.8% | +61.1% | +40.9% |
| YTD | +30.4% | -35.3% | +65.7% | +38.6% |
| 1Y | +43.4% | -19.3% | +62.7% | +50.7% |
| All | +43.4% | -16.8% | +60.2% | +50.7% |
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