+537.3%
ISRG vs BA
+27.6%
+509.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +6.2% | -8.9% | +15.1% | +9.1% |
| 3M | +14.4% | -25.5% | +39.9% | +25.1% |
| 6M | 0.0% | -27.0% | +27.0% | +9.6% |
| YTD | -20.5% | -20.1% | -0.4% | -15.7% |
| 1Y | -21.9% | -11.0% | -10.9% | -20.3% |
| 3Y | +62.2% | -11.8% | +74.0% | +60.4% |
| 5Y | +25.2% | -20.6% | +45.8% | +23.9% |
| 10Y | +537.3% | +26.6% | +510.7% | +498.3% |
| All | +537.3% | +27.6% | +509.7% | +498.3% |
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