+829.7%
XLK vs ISRG
+17,287.3%
-16,457.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.2% |
| 7D | +2.3% | -5.2% | +7.5% | +3.4% |
| 30D | -0.1% | -7.6% | +7.5% | +1.4% |
| 3M | +2.1% | -16.4% | +18.5% | +5.1% |
| 6M | +37.2% | -28.6% | +65.7% | +45.3% |
| YTD | +30.8% | -38.2% | +69.0% | +42.6% |
| 1Y | +42.6% | -25.5% | +68.1% | +49.2% |
| 3Y | +121.8% | +17.4% | +104.4% | +111.6% |
| 5Y | +145.7% | -3.0% | +148.6% | +140.6% |
| 10Y | +782.1% | +356.0% | +426.1% | +574.9% |
| All | +829.7% | +17,287.3% | -16,457.5% | +334.1% |
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