-17.3%
ISRG vs B
+25.9%
-43.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | +4.8% | +9.6% | -4.8% | +4.0% |
| 30D | +9.2% | +3.5% | +5.7% | +8.6% |
| 3M | +21.2% | -1.6% | +22.7% | +20.4% |
| 6M | +0.2% | -1.7% | +1.9% | -1.1% |
| YTD | -20.1% | -5.3% | -14.7% | -21.7% |
| 1Y | -17.3% | +27.2% | -44.6% | -22.1% |
| All | -17.3% | +25.9% | -43.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling