-25.5%
ISRG vs BB
+102.8%
-128.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -4.4% |
| 7D | -5.2% | +0.5% | -5.7% | -5.1% |
| 30D | -7.6% | -12.4% | +4.8% | -8.1% |
| 3M | -16.4% | -15.3% | -1.1% | -17.4% |
| 6M | -28.6% | +128.8% | -157.3% | -30.5% |
| YTD | -38.2% | +107.7% | -145.8% | -39.8% |
| 1Y | -25.5% | +103.9% | -129.4% | -26.6% |
| All | -25.5% | +102.8% | -128.3% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling