-10.5%
ISRG vs BBWI
+2.4%
-12.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.1% | +5.3% | +8.9% |
| 7D | +8.5% | +8.8% | -0.2% | +7.4% |
| 30D | +18.6% | +34.8% | -16.2% | +14.4% |
| 3M | +30.9% | +12.9% | +18.0% | +28.6% |
| 6M | +6.6% | +29.6% | -23.0% | +3.1% |
| YTD | -14.9% | +20.8% | -35.7% | -16.9% |
| 1Y | -10.5% | +4.1% | -14.6% | -12.0% |
| All | -10.5% | +2.4% | -12.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling