+17,983.8%
ISRG vs BB
+4.8%
+17,979.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -5.6% | +4.1% | -0.7% |
| 30D | -2.3% | -11.8% | +9.5% | -0.6% |
| 3M | -12.4% | -25.5% | +13.1% | -9.8% |
| 6M | -26.8% | +121.3% | -148.1% | -37.4% |
| YTD | -35.3% | +103.2% | -138.4% | -43.9% |
| 1Y | -19.3% | +102.6% | -122.0% | -30.5% |
| 3Y | +18.1% | +37.5% | -19.4% | +3.1% |
| 5Y | +2.6% | -30.4% | +33.1% | -3.0% |
| 10Y | +379.4% | 0.0% | +379.4% | +265.4% |
| All | +17,983.8% | +4.8% | +17,979.1% | +7,430.6% |
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 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