+668.0%
BE vs ISRG
+153.6%
+514.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.8% | -5.5% |
| 7D | +10.8% | -2.0% | +12.9% | +12.5% |
| 30D | -19.8% | +5.6% | -25.3% | -23.6% |
| 3M | -18.7% | +10.5% | -29.3% | -26.0% |
| 6M | -33.7% | +2.6% | -36.4% | -39.2% |
| YTD | +121.0% | -21.7% | +142.6% | +145.0% |
| 1Y | +85.4% | -21.6% | +107.0% | +105.4% |
| 3Y | +1,709.5% | +57.0% | +1,652.5% | +933.1% |
| 5Y | +462.2% | +25.0% | +437.2% | +277.9% |
| All | +668.0% | +153.6% | +514.4% | +159.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling