+2.0%
ISRG vs BBWI
-66.0%
+68.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.4% |
| 7D | -1.6% | +1.5% | -3.1% | -1.9% |
| 30D | -2.3% | -5.2% | +2.9% | -1.6% |
| 3M | -12.4% | +11.1% | -23.6% | -14.8% |
| 6M | -26.8% | -13.4% | -13.5% | -25.7% |
| YTD | -35.3% | +0.1% | -35.4% | -36.4% |
| 1Y | -19.3% | -36.1% | +16.8% | -13.8% |
| 3Y | +18.1% | -44.1% | +62.2% | +23.5% |
| All | +2.0% | -66.0% | +68.0% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling