+23.9%
ISRG vs BBWI
-67.9%
+91.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.7% |
| 7D | +4.8% | -6.2% | +11.0% | +6.2% |
| 30D | +9.2% | +19.9% | -10.7% | +5.3% |
| 3M | +21.2% | +7.1% | +14.0% | +18.7% |
| 6M | +0.2% | +13.7% | -13.4% | -3.5% |
| YTD | -20.1% | +9.6% | -29.6% | -23.2% |
| 1Y | -17.3% | -1.6% | -15.7% | -19.6% |
| 3Y | +63.3% | -25.9% | +89.2% | +58.7% |
| All | +23.9% | -67.9% | +91.8% | +60.0% |
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