+5.7%
ISRG vs XBI
+18.4%
-12.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.7% | +2.8% |
| 7D | -2.5% | -4.6% | +2.1% | -0.4% |
| 30D | -10.2% | -0.8% | -9.4% | -10.0% |
| 3M | -12.5% | +21.8% | -34.3% | -20.8% |
| 6M | -25.8% | +23.2% | -49.0% | -33.5% |
| YTD | -36.4% | +28.7% | -65.1% | -44.3% |
| 1Y | -19.9% | +67.8% | -87.7% | -38.9% |
| 3Y | +20.9% | +100.6% | -79.8% | -18.4% |
| 5Y | +5.7% | +19.8% | -14.2% | -15.0% |
| All | +5.7% | +18.4% | -12.7% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling