-10.5%
ISRG vs XBI
+47.5%
-58.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +8.7% |
| 7D | +8.5% | +1.0% | +7.5% | +8.3% |
| 30D | +18.6% | +1.9% | +16.7% | +18.0% |
| 3M | +30.9% | +4.8% | +26.2% | +29.5% |
| 6M | +6.6% | +19.3% | -12.7% | +1.2% |
| YTD | -14.9% | +30.6% | -45.5% | -21.3% |
| 1Y | -10.5% | +47.9% | -58.4% | -18.8% |
| All | -10.5% | +47.5% | -58.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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