-21.9%
ISRG vs BA
-11.5%
-10.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +6.2% | -8.9% | +15.1% | +8.3% |
| 3M | +14.4% | -25.5% | +39.9% | +23.3% |
| 6M | 0.0% | -27.0% | +27.0% | +7.6% |
| YTD | -20.5% | -20.1% | -0.4% | -16.6% |
| 1Y | -21.9% | -11.0% | -10.9% | -18.5% |
| All | -21.9% | -11.5% | -10.4% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling