+406.9%
BAC vs ISRG
+18,108.6%
-17,701.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 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% | +19.7% |
| 6M | +26.6% | -26.8% | +53.4% | +34.8% |
| YTD | +15.8% | -35.3% | +51.0% | +26.7% |
| 1Y | +27.2% | -19.3% | +46.5% | +31.7% |
| 3Y | +132.4% | +18.1% | +114.3% | +117.6% |
| 5Y | +72.6% | +2.6% | +69.9% | +63.2% |
| 10Y | +389.7% | +379.4% | +10.3% | +228.5% |
| All | +406.9% | +18,108.6% | -17,701.7% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling