-1.0%
BSX vs ISRG
-2.2%
+1.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -7.0% | -5.0% | -2.0% | -5.0% |
| 30D | -10.9% | -10.2% | -0.7% | -6.7% |
| 3M | -8.2% | -17.2% | +9.0% | -1.3% |
| 6M | -37.5% | -28.4% | -9.0% | -28.7% |
| YTD | -52.8% | -37.6% | -15.2% | -43.3% |
| 1Y | -58.4% | -24.4% | -34.0% | -54.0% |
| 3Y | -16.5% | +18.4% | -35.0% | -24.5% |
| 5Y | -1.0% | -1.0% | 0.0% | -5.3% |
| All | -1.0% | -2.2% | +1.2% | -5.3% |
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 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