+7.7%
ISRG vs BBIO
+42.7%
-35.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.7% | -3.2% | +3.9% | +0.9% |
| 30D | -8.0% | -13.6% | +5.6% | -6.8% |
| 3M | -10.6% | +7.2% | -17.8% | -11.4% |
| 6M | -25.1% | +1.5% | -26.6% | -25.5% |
| YTD | -34.8% | -5.3% | -29.5% | -35.0% |
| 1Y | -19.0% | +37.7% | -56.7% | -22.3% |
| 3Y | +22.1% | +153.9% | -131.8% | +8.4% |
| All | +7.7% | +42.7% | -35.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 5y: compounded portfolio wealth divided by compounded BBIO 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…
5y analysis · Full analysis span regression · 6 months rolling