+71.4%
BAC vs ISRG
+2.5%
+68.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | -0.4% | -2.3% | +1.9% | +0.1% |
| 3M | +16.9% | -12.4% | +29.3% | +20.1% |
| 6M | +26.6% | -26.8% | +53.4% | +36.3% |
| YTD | +15.8% | -35.3% | +51.0% | +28.8% |
| 1Y | +27.2% | -19.3% | +46.5% | +32.3% |
| 3Y | +132.4% | +18.1% | +114.3% | +114.6% |
| All | +71.4% | +2.5% | +68.9% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling