+28,487.7%
ISRG vs IBB
+554.8%
+27,932.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | +0.5% |
| 7D | +4.4% | -3.6% | +8.0% | +7.0% |
| 30D | +15.8% | +3.4% | +12.4% | +13.0% |
| 3M | +24.9% | +9.5% | +15.4% | +17.0% |
| 6M | +3.8% | +23.3% | -19.5% | -10.5% |
| YTD | -17.3% | +24.5% | -41.8% | -29.4% |
| 1Y | -14.6% | +32.9% | -47.5% | -30.3% |
| 3Y | +68.2% | +76.6% | -8.3% | +11.7% |
| 5Y | +28.4% | +35.5% | -7.1% | +2.5% |
| 10Y | +528.0% | +156.7% | +371.3% | +229.2% |
| All | +28,487.7% | +554.8% | +27,932.8% | +6,037.9% |
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