+64.0%
ISRG vs BAM
+88.1%
-24.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | +2.1% | +5.0% | -2.9% | +0.2% |
| 30D | +6.2% | +16.6% | -10.4% | -0.3% |
| 3M | +14.4% | +2.2% | +12.2% | +13.2% |
| 6M | 0.0% | +9.7% | -9.7% | -3.9% |
| YTD | -20.5% | +5.2% | -25.8% | -22.8% |
| 1Y | -21.9% | +3.9% | -25.8% | -23.9% |
| 3Y | +62.2% | +91.5% | -29.4% | +29.1% |
| All | +64.0% | +88.1% | -24.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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