-21.9%
ISRG vs BB
+98.3%
-120.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.3% |
| 7D | +2.1% | +11.6% | -9.5% | +2.4% |
| 30D | +6.2% | +2.6% | +3.6% | +6.1% |
| 3M | +14.4% | +3.5% | +10.9% | +14.4% |
| 6M | 0.0% | +43.5% | -43.5% | -1.1% |
| YTD | -20.5% | +141.2% | -161.7% | -24.1% |
| 1Y | -21.9% | +97.4% | -119.3% | -26.1% |
| All | -21.9% | +98.3% | -120.2% | -26.1% |
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