+22,229.9%
ISRG vs BB
+18.9%
+22,210.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -4.0% |
| 7D | +4.8% | +3.8% | +1.0% | +4.2% |
| 30D | +9.2% | -0.3% | +9.6% | +8.9% |
| 3M | +21.2% | -0.5% | +21.6% | +20.1% |
| 6M | +0.2% | +45.9% | -45.7% | -8.3% |
| YTD | -20.1% | +130.6% | -150.7% | -32.5% |
| 1Y | -17.3% | +89.2% | -106.5% | -28.2% |
| 3Y | +63.3% | +137.5% | -74.2% | +30.5% |
| 5Y | +24.1% | -20.9% | +45.0% | +14.7% |
| 10Y | +507.0% | +25.4% | +481.6% | +343.8% |
| All | +22,229.9% | +18.9% | +22,210.9% | +8,954.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling