-19.3%
ISRG vs BBY
+27.1%
-46.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.3% |
| 7D | -1.6% | +9.5% | -11.1% | -2.9% |
| 30D | -2.3% | +6.8% | -9.1% | -3.2% |
| 3M | -12.4% | +28.9% | -41.3% | -15.9% |
| 6M | -26.8% | +37.8% | -64.6% | -30.8% |
| YTD | -35.3% | +38.7% | -74.0% | -38.8% |
| 1Y | -19.3% | +23.7% | -43.0% | -22.2% |
| All | -19.3% | +27.1% | -46.4% | -22.2% |
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