+233.0%
BAC vs ISRG
+537.7%
-304.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.9% | -6.8% | +4.9% | +0.6% |
| 30D | -7.2% | +5.1% | -12.3% | -9.0% |
| 3M | -20.4% | +12.0% | -32.5% | -24.0% |
| 6M | +1.3% | +7.0% | -5.7% | -2.8% |
| YTD | -6.4% | -20.6% | +14.2% | +0.2% |
| 1Y | -3.5% | -21.4% | +17.9% | +3.6% |
| 3Y | +96.7% | +62.0% | +34.7% | +52.6% |
| 5Y | +20.6% | +28.1% | -7.6% | -1.1% |
| 10Y | +233.0% | +550.7% | -317.7% | +51.2% |
| All | +233.0% | +537.7% | -304.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling