+23.9%
ISRG vs BAH
+7.8%
+16.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -6.1% | -2.6% | -3.5% | -5.6% |
| 30D | +4.2% | +20.4% | -16.1% | +0.1% |
| 3M | +9.6% | +11.9% | -2.2% | +6.8% |
| 6M | +1.9% | +17.1% | -15.3% | -2.3% |
| YTD | -22.3% | +5.5% | -27.9% | -24.7% |
| 1Y | -23.2% | +5.6% | -28.8% | -25.6% |
| 3Y | +58.5% | -26.5% | +85.1% | +59.2% |
| 5Y | +23.9% | +6.5% | +17.5% | -0.1% |
| All | +23.9% | +7.8% | +16.2% | -0.1% |
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