+67.8%
ISRG vs BAM
+90.5%
-22.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.7% |
| 7D | +5.4% | +5.3% | +0.2% | +3.3% |
| 30D | +8.6% | +18.1% | -9.5% | +1.5% |
| 3M | +21.6% | +4.2% | +17.4% | +19.4% |
| 6M | +2.3% | +11.1% | -8.7% | -2.2% |
| YTD | -18.7% | +6.6% | -25.3% | -21.4% |
| 1Y | -17.8% | +6.2% | -24.0% | -20.6% |
| 3Y | +69.1% | +95.0% | -25.9% | +33.7% |
| All | +67.8% | +90.5% | -22.8% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling