+1,008.9%
BE vs ISRG
+100.2%
+908.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.5% | +14.1% | +12.7% |
| 7D | +29.8% | -5.2% | +34.9% | +34.0% |
| 30D | +26.4% | -7.6% | +34.0% | +32.0% |
| 3M | +9.3% | -16.4% | +25.7% | +18.2% |
| 6M | +105.1% | -28.6% | +133.6% | +144.6% |
| YTD | +219.0% | -38.2% | +257.2% | +323.6% |
| 1Y | +418.8% | -25.5% | +444.2% | +478.1% |
| 3Y | +1,784.6% | +17.4% | +1,767.2% | +1,242.9% |
| 5Y | +1,251.0% | -3.0% | +1,253.9% | +1,004.7% |
| All | +1,008.9% | +100.2% | +908.7% | +349.3% |
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