-24.4%
ISRG vs BBWI
-35.2%
+10.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +1.7% |
| 7D | -5.0% | -4.4% | -0.6% | -4.5% |
| 30D | -10.2% | -7.4% | -2.8% | -9.5% |
| 3M | -17.2% | -2.2% | -15.0% | -17.0% |
| 6M | -28.4% | -16.3% | -12.1% | -27.0% |
| YTD | -37.6% | -9.1% | -28.5% | -37.0% |
| 1Y | -24.4% | -34.5% | +10.1% | -17.3% |
| All | -24.4% | -35.2% | +10.8% | -17.3% |
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