+2.0%
ISRG vs IBB
+22.5%
-20.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.6% |
| 30D | -2.3% | +10.5% | -12.8% | -9.5% |
| 3M | -12.4% | +23.6% | -36.1% | -25.8% |
| 6M | -26.8% | +22.6% | -49.5% | -37.7% |
| YTD | -35.3% | +25.7% | -60.9% | -46.1% |
| 1Y | -19.3% | +51.4% | -70.7% | -42.4% |
| 3Y | +18.1% | +64.4% | -46.2% | -23.5% |
| All | +2.0% | +22.5% | -20.4% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling