+145.6%
XLK vs ISRG
+0.3%
+145.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -2.2% |
| 7D | -0.4% | -2.5% | +2.1% | +0.5% |
| 30D | -0.5% | -10.2% | +9.7% | +3.7% |
| 3M | +5.0% | -12.5% | +17.5% | +9.1% |
| 6M | +32.9% | -25.8% | +58.7% | +47.6% |
| YTD | +29.0% | -36.4% | +65.3% | +53.7% |
| 1Y | +37.8% | -19.9% | +57.7% | +45.9% |
| 3Y | +118.7% | +20.9% | +97.8% | +86.3% |
| 5Y | +145.6% | +5.7% | +139.9% | +109.9% |
| All | +145.6% | +0.3% | +145.3% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling