-3.4%
BAC vs ISRG
-17.8%
+14.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.0% |
| 7D | +2.0% | +5.4% | -3.4% | +1.1% |
| 30D | -6.9% | +8.6% | -15.6% | -8.2% |
| 3M | -19.6% | +21.6% | -41.2% | -22.1% |
| 6M | -0.5% | +2.3% | -2.8% | +0.3% |
| YTD | -6.6% | -18.7% | +12.1% | +1.7% |
| All | -3.4% | -17.8% | +14.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling