-10.5%
ISRG vs BAH
+6.2%
-16.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +9.2% |
| 7D | +8.5% | +5.8% | +2.8% | +7.7% |
| 30D | +18.6% | +28.7% | -10.1% | +14.3% |
| 3M | +30.9% | +20.9% | +10.0% | +27.3% |
| 6M | +6.6% | +15.2% | -8.6% | +3.0% |
| YTD | -14.9% | +7.1% | -21.9% | -18.3% |
| 1Y | -10.5% | +6.4% | -16.9% | -14.0% |
| All | -10.5% | +6.2% | -16.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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