+57.0%
ISRG vs BAX
-18.0%
+75.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +5.6% | +4.1% | +1.5% | +4.3% |
| 3M | +10.5% | -4.5% | +15.1% | +11.7% |
| 6M | +2.6% | +49.2% | -46.6% | -7.2% |
| YTD | -21.7% | +35.2% | -56.9% | -28.1% |
| 1Y | -21.6% | +38.3% | -59.8% | -28.4% |
| 3Y | +57.0% | -19.0% | +76.1% | +49.6% |
| All | +57.0% | -18.0% | +75.0% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling