+3.8%
ISRG vs BA
-22.7%
+26.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.1% |
| 7D | +4.4% | -0.1% | +4.5% | +4.5% |
| 30D | +15.8% | -9.1% | +24.9% | +18.1% |
| 3M | +24.9% | -28.2% | +53.1% | +37.4% |
| 6M | +3.8% | -23.1% | +26.9% | +10.7% |
| All | +3.8% | -22.7% | +26.5% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling