+718.7%
XLV vs ISRG
+17,798.7%
-17,080.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | -4.4% | -2.5% | -1.9% | -4.0% |
| 30D | -1.4% | -10.2% | +8.8% | +0.1% |
| 3M | +8.9% | -12.5% | +21.4% | +10.6% |
| 6M | +9.1% | -25.8% | +34.9% | +13.3% |
| YTD | +7.9% | -36.4% | +44.3% | +14.5% |
| 1Y | +22.7% | -19.9% | +42.6% | +25.8% |
| 3Y | +31.9% | +20.9% | +11.0% | +26.4% |
| 5Y | +34.9% | +5.7% | +29.2% | +30.0% |
| 10Y | +173.9% | +379.7% | -205.9% | +118.6% |
| All | +718.7% | +17,798.7% | -17,080.0% | +367.1% |
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