+91.7%
BKNG vs ISRG
+4.8%
+86.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.3% |
| 7D | -10.7% | -2.5% | -8.1% | -9.7% |
| 30D | -18.1% | -10.2% | -7.9% | -14.7% |
| 3M | +8.5% | -12.5% | +21.0% | +13.3% |
| 6M | -0.1% | -25.8% | +25.7% | +10.8% |
| YTD | -18.2% | -36.4% | +18.1% | -3.7% |
| 1Y | -19.9% | -19.9% | 0.0% | -14.6% |
| 3Y | +41.6% | +20.9% | +20.7% | +23.6% |
| All | +91.7% | +4.8% | +86.8% | +68.1% |
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