+22,229.9%
ISRG vs BAX
+126.5%
+22,103.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | +4.8% | +12.1% | -7.3% | -0.7% |
| 30D | +9.2% | +7.6% | +1.6% | +5.1% |
| 3M | +21.2% | -4.5% | +25.6% | +23.2% |
| 6M | +0.2% | +52.0% | -51.8% | -18.6% |
| YTD | -20.1% | +35.1% | -55.2% | -32.8% |
| 1Y | -17.3% | +43.7% | -61.1% | -32.8% |
| 3Y | +63.3% | -20.9% | +84.2% | +66.2% |
| 5Y | +24.1% | -63.5% | +87.6% | +85.8% |
| 10Y | +507.0% | -36.0% | +542.9% | +583.1% |
| All | +22,229.9% | +126.5% | +22,103.3% | +13,464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling