+32.9%
XLV vs ISRG
-11.6%
+44.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +1.0% |
| 7D | +5.5% | +8.5% | -3.0% | +3.6% |
| 30D | +13.3% | +18.6% | -5.3% | +9.0% |
| 3M | +17.4% | +30.9% | -13.5% | +10.7% |
| 6M | +32.1% | +6.6% | +25.5% | +29.8% |
| YTD | +24.0% | -14.9% | +38.9% | +28.7% |
| 1Y | +32.9% | -10.5% | +43.4% | +36.2% |
| All | +32.9% | -11.6% | +44.4% | +36.2% |
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