+3,642.0%
ISRG vs XBI
+865.0%
+2,777.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.1% |
| 7D | -2.0% | -1.1% | -0.9% | -1.5% |
| 30D | +5.6% | +2.6% | +3.0% | +3.7% |
| 3M | +10.5% | -4.0% | +14.6% | +12.3% |
| 6M | +2.6% | +10.9% | -8.3% | -4.8% |
| YTD | -21.7% | +23.6% | -45.3% | -32.2% |
| 1Y | -21.6% | +35.1% | -56.7% | -35.6% |
| 3Y | +57.0% | +125.2% | -68.1% | -7.2% |
| 5Y | +25.0% | +19.7% | +5.2% | +2.5% |
| 10Y | +542.1% | +130.6% | +411.5% | +228.1% |
| All | +3,642.0% | +865.0% | +2,777.0% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling