+370.1%
ISRG vs BB
+2.1%
+368.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -5.0% | +1.8% | -6.9% | -5.3% |
| 30D | -10.2% | -12.2% | +2.0% | -8.7% |
| 3M | -17.2% | -12.3% | -4.9% | -16.8% |
| 6M | -28.4% | +122.7% | -151.1% | -39.0% |
| YTD | -37.6% | +104.5% | -142.1% | -46.1% |
| 1Y | -24.4% | +106.7% | -131.1% | -35.3% |
| 3Y | +18.4% | +70.0% | -51.5% | -0.1% |
| 5Y | -1.0% | -27.8% | +26.8% | -7.8% |
| 10Y | +370.1% | +2.4% | +367.8% | +236.6% |
| All | +370.1% | +2.1% | +368.0% | +236.6% |
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