+70.7%
ISRG vs BAM
+84.5%
-13.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -1.5% |
| 7D | +4.4% | +7.9% | -3.5% | +1.2% |
| 30D | +15.8% | +16.0% | -0.3% | +8.9% |
| 3M | +24.9% | +0.6% | +24.2% | +24.4% |
| 6M | +3.8% | +10.5% | -6.7% | -0.5% |
| YTD | -17.3% | +3.2% | -20.5% | -18.9% |
| 1Y | -14.6% | +1.0% | -15.6% | -15.8% |
| 3Y | +68.2% | +84.2% | -16.0% | +35.7% |
| All | +70.7% | +84.5% | -13.8% | +37.1% |
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