+360.5%
BE vs ISRG
-16.8%
+377.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.2% |
| 7D | +20.0% | -1.6% | +21.6% | +19.7% |
| 30D | +7.9% | -2.3% | +10.2% | +7.8% |
| 3M | -13.2% | -12.4% | -0.8% | -13.0% |
| 6M | +53.5% | -26.8% | +80.3% | +54.5% |
| YTD | +191.0% | -35.3% | +226.3% | +187.9% |
| 1Y | +360.5% | -19.3% | +379.8% | +397.6% |
| All | +360.5% | -16.8% | +377.3% | +397.6% |
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 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