-3.0%
ISRG vs XHB
+37.2%
-40.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.2% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -7.6% | -9.1% | +1.5% | -2.8% |
| 3M | -16.4% | -2.3% | -14.0% | -15.5% |
| 6M | -28.6% | -4.1% | -24.4% | -27.5% |
| YTD | -38.2% | -1.7% | -36.5% | -38.6% |
| 1Y | -25.5% | -15.1% | -10.4% | -19.8% |
| 3Y | +17.4% | +26.8% | -9.4% | -7.5% |
| 5Y | -3.0% | +37.3% | -40.3% | -28.9% |
| All | -3.0% | +37.2% | -40.1% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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