+2.0%
ISRG vs BAH
-3.4%
+5.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.5% |
| 7D | -1.6% | -3.2% | +1.7% | -0.9% |
| 30D | -2.3% | +2.0% | -4.3% | -2.6% |
| 3M | -12.4% | -7.6% | -4.8% | -11.3% |
| 6M | -26.8% | -5.7% | -21.2% | -26.6% |
| YTD | -35.3% | -11.7% | -23.5% | -34.6% |
| 1Y | -19.3% | -27.4% | +8.0% | -14.9% |
| 3Y | +18.1% | -32.5% | +50.7% | +18.9% |
| All | +2.0% | -3.4% | +5.5% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling