-20.1%
ISRG vs BAX
+47.2%
-67.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.9% |
| 7D | +5.4% | +9.0% | -3.6% | +2.5% |
| 30D | +8.6% | +8.5% | +0.2% | +5.4% |
| 3M | +21.6% | -4.1% | +25.7% | +23.1% |
| 6M | +2.3% | +46.9% | -44.6% | -8.8% |
| YTD | -18.7% | +38.4% | -57.1% | -26.7% |
| All | -20.1% | +47.2% | -67.2% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling