-10.5%
ISRG vs BBY
+33.0%
-43.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.0% | +1.4% | +7.8% |
| 7D | +8.5% | +4.5% | +4.0% | +7.5% |
| 30D | +18.6% | +16.0% | +2.6% | +15.7% |
| 3M | +30.9% | +18.6% | +12.3% | +27.2% |
| 6M | +6.6% | +80.1% | -73.5% | -2.8% |
| YTD | -14.9% | +57.4% | -72.3% | -21.1% |
| 1Y | -10.5% | +34.5% | -45.0% | -13.5% |
| All | -10.5% | +33.0% | -43.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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