+55.7%
ISRG vs BBWI
-25.1%
+80.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.7% |
| 7D | -6.1% | -4.5% | -1.6% | -5.5% |
| 30D | +4.2% | +17.1% | -12.9% | +2.0% |
| 3M | +9.6% | +17.5% | -7.8% | +6.8% |
| 6M | +1.9% | +12.8% | -11.0% | -0.5% |
| YTD | -22.3% | +8.2% | -30.5% | -24.1% |
| 1Y | -23.2% | -1.8% | -21.3% | -24.3% |
| All | +55.7% | -25.1% | +80.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling