+550.7%
ISRG vs BBWI
-45.0%
+595.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -6.8% | -7.7% | +1.0% | -5.4% |
| 30D | +5.1% | +24.8% | -19.6% | +0.9% |
| 3M | +12.0% | +16.2% | -4.2% | +8.4% |
| 6M | +7.0% | +15.8% | -8.8% | +3.0% |
| YTD | -20.6% | +11.4% | -32.1% | -23.7% |
| 1Y | -21.4% | +3.2% | -24.6% | -24.1% |
| 3Y | +62.0% | -23.5% | +85.5% | +58.9% |
| 5Y | +28.1% | -67.4% | +95.6% | +42.3% |
| 10Y | +550.7% | -46.0% | +596.7% | +404.2% |
| All | +550.7% | -45.0% | +595.6% | +404.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling