+2.0%
ISRG vs BA
-1.7%
+3.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | -1.6% | +1.2% | -2.7% | -2.0% |
| 30D | -2.3% | -11.6% | +9.4% | +1.8% |
| 3M | -12.4% | -2.4% | -10.1% | -11.9% |
| 6M | -26.8% | -6.6% | -20.2% | -25.6% |
| YTD | -35.3% | -2.2% | -33.0% | -35.3% |
| 1Y | -19.3% | -8.0% | -11.3% | -18.1% |
| 3Y | +18.1% | -5.0% | +23.1% | +14.3% |
| All | +2.0% | -1.7% | +3.7% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling