+3,785.1%
ISRG vs XHB
+182.7%
+3,602.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | -0.3% |
| 7D | +5.4% | +1.3% | +4.1% | +4.8% |
| 30D | +8.6% | +11.8% | -3.2% | +2.1% |
| 3M | +21.6% | -3.8% | +25.4% | +23.9% |
| 6M | +2.3% | +4.1% | -1.8% | -0.7% |
| YTD | -18.7% | +4.0% | -22.6% | -21.8% |
| 1Y | -17.8% | +1.6% | -19.3% | -20.1% |
| 3Y | +69.1% | +43.2% | +25.9% | +30.4% |
| 5Y | +26.5% | +35.8% | -9.4% | -0.4% |
| 10Y | +536.3% | +259.3% | +277.0% | +180.4% |
| All | +3,785.1% | +182.7% | +3,602.5% | +1,476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling