+2.0%
ISRG vs B
+153.8%
-151.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | -2.3% | +9.4% | -11.7% | -4.0% |
| 3M | -12.4% | +5.0% | -17.4% | -13.6% |
| 6M | -26.8% | -3.5% | -23.3% | -27.1% |
| YTD | -35.3% | +4.5% | -39.7% | -36.8% |
| 1Y | -19.3% | +67.8% | -87.1% | -29.1% |
| 3Y | +18.1% | +196.7% | -178.6% | -10.2% |
| All | +2.0% | +153.8% | -151.8% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling