+1,168.7%
ISRG vs BAH
+886.2%
+282.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | -1.6% | -3.2% | +1.7% | -0.7% |
| 30D | -2.3% | +2.0% | -4.3% | -2.8% |
| 3M | -12.4% | -7.6% | -4.8% | -10.8% |
| 6M | -26.8% | -5.7% | -21.2% | -26.4% |
| YTD | -35.3% | -11.7% | -23.5% | -34.2% |
| 1Y | -19.3% | -27.4% | +8.0% | -13.7% |
| 3Y | +18.1% | -32.5% | +50.7% | +24.1% |
| 5Y | +2.6% | -3.3% | +6.0% | -5.6% |
| 10Y | +379.4% | +186.0% | +193.4% | +233.5% |
| All | +1,168.7% | +886.2% | +282.5% | +522.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling