+500.7%
ISRG vs BA
+33.2%
+467.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | +9.2% | -7.9% | +17.2% | +11.9% |
| 3M | +21.2% | -25.3% | +46.5% | +32.3% |
| 6M | +0.2% | -24.6% | +24.8% | +8.7% |
| YTD | -20.1% | -20.1% | +0.1% | -15.2% |
| 1Y | -17.3% | -11.8% | -5.6% | -15.4% |
| 3Y | +63.3% | -10.1% | +73.4% | +60.5% |
| 5Y | +24.1% | -22.7% | +46.8% | +23.8% |
| All | +500.7% | +33.2% | +467.5% | +565.5% |
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