+293.2%
BSX vs ISRG
+18,108.6%
-17,815.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.4% |
| 30D | +0.1% | -2.3% | +2.4% | +0.6% |
| 3M | -2.1% | -12.4% | +10.3% | +0.3% |
| 6M | -33.8% | -26.8% | -7.0% | -29.5% |
| YTD | -49.9% | -35.3% | -14.6% | -45.4% |
| 1Y | -55.4% | -19.3% | -36.1% | -53.7% |
| 3Y | -10.9% | +18.1% | -29.0% | -14.4% |
| 5Y | +6.4% | +2.6% | +3.8% | +3.6% |
| 10Y | +97.0% | +379.4% | -282.4% | +49.4% |
| All | +293.2% | +18,108.6% | -17,815.3% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling