+500.7%
ISRG vs BAH
+220.7%
+280.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.1% | -2.0% |
| 7D | +4.8% | -3.5% | +8.4% | +6.0% |
| 30D | +9.2% | +24.3% | -15.0% | +1.8% |
| 3M | +21.2% | +16.3% | +4.8% | +15.1% |
| 6M | +0.2% | +13.6% | -13.4% | -4.7% |
| YTD | -20.1% | +3.5% | -23.5% | -23.0% |
| 1Y | -17.3% | +2.7% | -20.0% | -20.4% |
| 3Y | +63.3% | -26.6% | +89.9% | +67.0% |
| 5Y | +24.1% | +8.5% | +15.5% | +3.9% |
| All | +500.7% | +220.7% | +280.0% | +293.6% |
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