-21.4%
ISRG vs BBWI
+1.6%
-23.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -6.8% | -7.7% | +1.0% | -5.7% |
| 30D | +5.1% | +24.8% | -19.6% | +2.4% |
| 3M | +12.0% | +16.2% | -4.2% | +9.7% |
| 6M | +7.0% | +15.8% | -8.8% | +5.0% |
| YTD | -20.6% | +11.4% | -32.1% | -21.8% |
| 1Y | -21.4% | +3.2% | -24.6% | -22.4% |
| All | -21.4% | +1.6% | -23.0% | -22.4% |
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