+2.0%
ISRG vs BAX
-65.4%
+67.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.2% |
| 7D | -1.6% | -1.1% | -0.4% | -1.2% |
| 30D | -2.3% | -5.5% | +3.2% | -0.4% |
| 3M | -12.4% | +33.5% | -46.0% | -20.7% |
| 6M | -26.8% | +35.9% | -62.7% | -34.4% |
| YTD | -35.3% | +35.4% | -70.6% | -42.4% |
| 1Y | -19.3% | +9.8% | -29.1% | -23.3% |
| 3Y | +18.1% | -32.7% | +50.9% | +29.8% |
| All | +2.0% | -65.4% | +67.4% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling