+536.3%
ISRG vs BAX
-35.6%
+571.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.6% |
| 7D | +5.4% | +9.0% | -3.6% | +1.4% |
| 30D | +8.6% | +8.5% | +0.2% | +4.3% |
| 3M | +21.6% | -4.1% | +25.7% | +23.4% |
| 6M | +2.3% | +46.9% | -44.6% | -14.9% |
| YTD | -18.7% | +38.4% | -57.1% | -32.0% |
| 1Y | -17.8% | +47.0% | -64.8% | -33.4% |
| 3Y | +69.1% | -14.9% | +84.0% | +65.3% |
| 5Y | +26.5% | -62.5% | +89.0% | +104.8% |
| 10Y | +536.3% | -33.9% | +570.2% | +645.7% |
| All | +536.3% | -35.6% | +571.9% | +645.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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