+22,229.9%
ISRG vs BA
+560.7%
+21,669.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | +4.8% | +1.1% | +3.7% | +4.4% |
| 30D | +9.2% | -7.9% | +17.2% | +12.4% |
| 3M | +21.2% | -25.3% | +46.5% | +34.5% |
| 6M | +0.2% | -24.6% | +24.8% | +10.3% |
| YTD | -20.1% | -20.1% | +0.1% | -14.4% |
| 1Y | -17.3% | -11.8% | -5.6% | -15.1% |
| 3Y | +63.3% | -10.1% | +73.4% | +59.6% |
| 5Y | +24.1% | -22.7% | +46.8% | +23.9% |
| 10Y | +507.0% | +35.1% | +471.9% | +297.8% |
| All | +22,229.9% | +560.7% | +21,669.2% | +8,561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling