+23.4%
ISRG vs BB
+59.1%
-35.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -5.6% | +4.1% | -1.2% |
| 30D | -2.3% | -11.8% | +9.5% | -1.5% |
| 3M | -12.4% | -25.5% | +13.1% | -11.3% |
| 6M | -26.8% | +121.3% | -148.1% | -34.6% |
| YTD | -35.3% | +103.2% | -138.4% | -41.6% |
| 1Y | -19.3% | +102.6% | -122.0% | -27.7% |
| All | +23.4% | +59.1% | -35.7% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling