+97.9%
BAC vs ISRG
+55.5%
+42.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +3.2% | -2.0% | +5.3% | +3.7% |
| 30D | -0.7% | +5.6% | -6.3% | -1.9% |
| 3M | -20.0% | +10.5% | -30.5% | -21.8% |
| 6M | +3.4% | +2.6% | +0.8% | +2.3% |
| YTD | -5.7% | -21.7% | +15.9% | -0.4% |
| 1Y | -1.4% | -21.6% | +20.1% | +4.1% |
| 3Y | +97.9% | +57.0% | +40.9% | +82.5% |
| All | +97.9% | +55.5% | +42.4% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling