+550.7%
ISRG vs BA
+28.0%
+522.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -6.8% | -1.4% | -5.4% | -6.3% |
| 30D | +5.1% | -7.9% | +13.0% | +7.7% |
| 3M | +12.0% | -25.2% | +37.2% | +22.3% |
| 6M | +7.0% | -26.7% | +33.7% | +17.2% |
| YTD | -20.6% | -19.6% | -1.0% | -16.0% |
| 1Y | -21.4% | -10.6% | -10.8% | -19.9% |
| 3Y | +62.0% | -11.2% | +73.2% | +59.9% |
| 5Y | +28.1% | -20.4% | +48.6% | +26.7% |
| 10Y | +550.7% | +26.8% | +523.9% | +501.9% |
| All | +550.7% | +28.0% | +522.7% | +501.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling