+536.3%
ISRG vs BBWI
-41.3%
+577.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +5.4% | -6.2% | +11.6% | +6.7% |
| 30D | +8.6% | +25.5% | -16.9% | +4.2% |
| 3M | +21.6% | +8.0% | +13.6% | +19.1% |
| 6M | +2.3% | +12.7% | -10.3% | -1.0% |
| YTD | -18.7% | +11.6% | -30.3% | -21.8% |
| 1Y | -17.8% | -0.9% | -16.9% | -20.0% |
| 3Y | +69.1% | -22.7% | +91.8% | +65.5% |
| 5Y | +26.5% | -67.2% | +93.6% | +40.2% |
| 10Y | +536.3% | -43.7% | +580.0% | +392.5% |
| All | +536.3% | -41.3% | +577.6% | +392.5% |
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