+209.9%
BKNG vs ISRG
+380.4%
-170.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.4% |
| 7D | -10.7% | -2.5% | -8.1% | -9.6% |
| 30D | -18.1% | -10.2% | -7.9% | -14.2% |
| 3M | +8.5% | -12.5% | +21.0% | +14.0% |
| 6M | -0.1% | -25.8% | +25.7% | +12.2% |
| YTD | -18.2% | -36.4% | +18.1% | -1.7% |
| 1Y | -19.9% | -19.9% | 0.0% | -14.0% |
| 3Y | +41.6% | +20.9% | +20.7% | +21.4% |
| 5Y | +93.1% | +5.7% | +87.5% | +69.3% |
| All | +209.9% | +380.4% | -170.5% | +56.1% |
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 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