+33.6%
ISRG vs BAM
+78.0%
-44.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.1% |
| 7D | -1.6% | -2.0% | +0.4% | -0.8% |
| 30D | -2.3% | -2.9% | +0.7% | -1.1% |
| 3M | -12.4% | +9.4% | -21.8% | -15.5% |
| 6M | -26.8% | +10.8% | -37.6% | -29.9% |
| YTD | -35.3% | -0.4% | -34.8% | -35.6% |
| 1Y | -19.3% | -10.9% | -8.5% | -16.5% |
| 3Y | +18.1% | +61.3% | -43.1% | -1.3% |
| All | +33.6% | +78.0% | -44.4% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling