-19.3%
ISRG vs IBB
+51.5%
-70.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -2.3% | +10.5% | -12.8% | -6.5% |
| 3M | -12.4% | +23.6% | -36.1% | -20.5% |
| 6M | -26.8% | +22.6% | -49.5% | -33.5% |
| YTD | -35.3% | +25.7% | -60.9% | -41.7% |
| 1Y | -19.3% | +51.4% | -70.7% | -33.0% |
| All | -19.3% | +51.5% | -70.8% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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