+356.0%
ISRG vs BAH
+182.5%
+173.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -5.2% | -4.3% | -0.8% | -3.9% |
| 30D | -7.6% | -4.5% | -3.1% | -6.2% |
| 3M | -16.4% | -7.6% | -8.7% | -14.6% |
| 6M | -28.6% | -10.6% | -18.0% | -26.8% |
| YTD | -38.2% | -12.6% | -25.6% | -37.0% |
| 1Y | -25.5% | -27.0% | +1.5% | -19.7% |
| 3Y | +17.4% | -31.5% | +48.9% | +21.3% |
| 5Y | -3.0% | -3.8% | +0.9% | -15.9% |
| 10Y | +356.0% | +183.9% | +172.0% | +194.3% |
| All | +356.0% | +182.5% | +173.4% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling