+23,005.1%
ISRG vs BA
+557.2%
+22,447.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.9% |
| 7D | +4.4% | -0.1% | +4.5% | +4.5% |
| 30D | +15.8% | -9.1% | +24.9% | +19.7% |
| 3M | +24.9% | -28.2% | +53.1% | +40.6% |
| 6M | +3.8% | -23.1% | +26.9% | +13.3% |
| YTD | -17.3% | -20.6% | +3.3% | -11.3% |
| 1Y | -14.6% | -12.7% | -1.9% | -11.9% |
| 3Y | +68.2% | -11.6% | +79.8% | +65.5% |
| 5Y | +28.4% | -23.1% | +51.5% | +28.4% |
| 10Y | +528.0% | +34.4% | +493.7% | +312.5% |
| All | +23,005.1% | +557.2% | +22,447.9% | +8,880.1% |
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