+539.2%
ISRG vs IBB
+126.8%
+412.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.2% |
| 7D | -2.0% | -0.5% | -1.5% | -1.6% |
| 30D | +5.6% | +4.6% | +1.0% | +1.8% |
| 3M | +10.5% | +6.8% | +3.7% | +4.3% |
| 6M | +2.6% | +23.1% | -20.5% | -13.8% |
| YTD | -21.7% | +26.0% | -47.7% | -35.7% |
| 1Y | -21.6% | +30.4% | -51.9% | -37.5% |
| 3Y | +57.0% | +85.4% | -28.4% | -8.6% |
| 5Y | +25.0% | +39.7% | -14.8% | -8.0% |
| All | +539.2% | +126.8% | +412.4% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling