+387.2%
BE vs ISRG
+23.7%
+363.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.4% | +6.8% | +5.1% |
| 7D | -14.7% | +4.8% | -19.5% | -17.0% |
| 30D | -40.5% | +9.2% | -49.8% | -43.6% |
| 3M | -24.3% | +21.2% | -45.5% | -32.9% |
| 6M | -39.3% | +0.2% | -39.6% | -42.0% |
| YTD | +99.4% | -20.1% | +119.4% | +119.2% |
| 1Y | +26.6% | -17.3% | +43.9% | +36.4% |
| 3Y | +1,616.9% | +63.3% | +1,553.6% | +920.6% |
| All | +387.2% | +23.7% | +363.5% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling