-39.3%
BE vs ISRG
+0.3%
-39.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.4% | +6.8% | +1.9% |
| 7D | -14.7% | +4.8% | -19.5% | -12.2% |
| 30D | -40.5% | +9.2% | -49.8% | -37.4% |
| 3M | -24.3% | +21.2% | -45.5% | -15.5% |
| 6M | -39.3% | +0.2% | -39.6% | -36.4% |
| All | -39.3% | +0.3% | -39.6% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling