+169.4%
XLV vs ISRG
+391.9%
-222.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.9% |
| 7D | -3.6% | +0.7% | -4.2% | -3.8% |
| 30D | -1.8% | -8.0% | +6.2% | +0.7% |
| 3M | +7.8% | -10.6% | +18.4% | +10.7% |
| 6M | +9.1% | -25.1% | +34.2% | +18.2% |
| YTD | +7.7% | -34.8% | +42.6% | +21.8% |
| 1Y | +20.4% | -19.0% | +39.4% | +26.1% |
| 3Y | +30.8% | +22.1% | +8.7% | +15.2% |
| 5Y | +34.6% | +8.2% | +26.4% | +19.7% |
| All | +169.4% | +391.9% | -222.6% | +45.2% |
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 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