+788.5%
XLK vs ISRG
+391.9%
+396.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.2% |
| 7D | +0.2% | +0.7% | -0.5% | -0.2% |
| 30D | -0.6% | -8.0% | +7.4% | +3.0% |
| 3M | +2.6% | -10.6% | +13.2% | +6.0% |
| 6M | +34.0% | -25.1% | +59.1% | +49.9% |
| YTD | +30.7% | -34.8% | +65.5% | +56.7% |
| 1Y | +39.2% | -19.0% | +58.2% | +47.6% |
| 3Y | +120.4% | +22.1% | +98.3% | +83.5% |
| 5Y | +148.8% | +8.2% | +140.6% | +112.2% |
| All | +788.5% | +391.9% | +396.5% | +296.6% |
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 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