+22,274.9%
ISRG vs IBB
+560.8%
+21,714.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -2.5% |
| 30D | -2.3% | +10.5% | -12.8% | -8.8% |
| 3M | -12.4% | +23.6% | -36.1% | -24.4% |
| 6M | -26.8% | +22.6% | -49.5% | -36.6% |
| YTD | -35.3% | +25.7% | -60.9% | -44.9% |
| 1Y | -19.3% | +51.4% | -70.7% | -39.7% |
| 3Y | +18.1% | +64.4% | -46.2% | -17.4% |
| 5Y | +2.6% | +22.1% | -19.5% | -12.2% |
| 10Y | +379.4% | +132.5% | +247.0% | +167.1% |
| All | +22,274.9% | +560.8% | +21,714.1% | +4,686.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling