+536.3%
ISRG vs BAH
+218.8%
+317.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +5.4% | -1.5% | +6.9% | +6.0% |
| 30D | +8.6% | +17.3% | -8.6% | +3.1% |
| 3M | +21.6% | +14.9% | +6.7% | +15.9% |
| 6M | +2.3% | +14.2% | -11.9% | -3.0% |
| YTD | -18.7% | +5.1% | -23.8% | -22.1% |
| 1Y | -17.8% | +2.1% | -19.8% | -20.7% |
| 3Y | +69.1% | -26.0% | +95.1% | +72.7% |
| 5Y | +26.5% | +9.0% | +17.5% | +5.6% |
| 10Y | +536.3% | +208.8% | +327.5% | +280.9% |
| All | +536.3% | +218.8% | +317.5% | +280.9% |
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