+370.1%
ISRG vs BAX
-37.8%
+407.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.8% |
| 7D | -5.0% | -5.1% | +0.1% | -2.7% |
| 30D | -10.2% | -12.2% | +2.0% | -4.7% |
| 3M | -17.2% | +21.8% | -39.0% | -24.6% |
| 6M | -28.4% | +36.3% | -64.7% | -38.5% |
| YTD | -37.6% | +27.8% | -65.4% | -45.7% |
| 1Y | -24.4% | -0.1% | -24.4% | -26.6% |
| 3Y | +18.4% | -33.3% | +51.8% | +32.9% |
| 5Y | -1.0% | -67.1% | +66.1% | +72.6% |
| 10Y | +370.1% | -36.9% | +407.1% | +447.9% |
| All | +370.1% | -37.8% | +407.9% | +447.9% |
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