+539.2%
ISRG vs BB
+21.8%
+517.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.2% |
| 7D | -2.0% | +1.8% | -3.9% | -2.3% |
| 30D | +5.6% | +8.1% | -2.6% | +4.0% |
| 3M | +10.5% | -1.0% | +11.5% | +9.8% |
| 6M | +2.6% | +45.9% | -43.3% | -6.0% |
| YTD | -21.7% | +134.8% | -156.5% | -34.1% |
| 1Y | -21.6% | +104.6% | -126.2% | -32.7% |
| 3Y | +57.0% | +152.8% | -95.8% | +24.0% |
| 5Y | +25.0% | -17.4% | +42.4% | +13.7% |
| All | +539.2% | +21.8% | +517.4% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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