Performance - "Restrict Buy List"

To those of you who have been doing this longer than me, I understand that I am lucky if I achieve half of what I get in return in the simulation, but to stresstest my strategy even more, I took away the top 20 stocks with Restrict Buy List.

It gave some sad results, or reduced returns by 5-10% annually. Is this normal? In your live trading , is it completely unnatural that on certain occasions you can have a stock that gives 60-150%?