+63.3%
ISRG vs BB
+132.4%
-69.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -3.6% |
| 7D | +4.8% | +3.8% | +1.0% | +4.5% |
| 30D | +9.2% | -0.3% | +9.6% | +9.0% |
| 3M | +21.2% | -0.5% | +21.6% | +20.7% |
| 6M | +0.2% | +45.9% | -45.7% | -5.3% |
| YTD | -20.1% | +130.6% | -150.7% | -28.8% |
| 1Y | -17.3% | +89.2% | -106.5% | -24.8% |
| 3Y | +63.3% | +137.5% | -74.2% | +40.0% |
| All | +63.3% | +132.4% | -69.1% | +40.0% |
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