+59.1%
ISRG vs BAH
-26.8%
+85.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -6.8% | -1.6% | -5.2% | -6.5% |
| 30D | +5.1% | +18.0% | -12.9% | +2.6% |
| 3M | +12.0% | +11.4% | +0.6% | +10.1% |
| 6M | +7.0% | +17.7% | -10.7% | +4.0% |
| YTD | -20.6% | +5.4% | -26.0% | -22.4% |
| 1Y | -21.4% | +2.8% | -24.2% | -23.0% |
| All | +59.1% | -26.8% | +85.9% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling