+641.7%
BE vs ISRG
+157.3%
+484.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -2.8% |
| 7D | -13.4% | +2.1% | -15.5% | -15.0% |
| 30D | -33.9% | +6.2% | -40.0% | -37.2% |
| 3M | -12.0% | +14.4% | -26.4% | -21.7% |
| 6M | -29.0% | 0.0% | -29.0% | -33.9% |
| YTD | +113.4% | -20.5% | +133.9% | +134.4% |
| 1Y | +33.2% | -21.9% | +55.1% | +48.7% |
| 3Y | +1,659.2% | +62.2% | +1,597.0% | +879.2% |
| 5Y | +461.4% | +25.2% | +436.2% | +277.8% |
| All | +641.7% | +157.3% | +484.4% | +148.6% |
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 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