+55.7%
ISRG vs BBY
+88.1%
-32.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.8% |
| 7D | -6.1% | +4.0% | -10.1% | -7.0% |
| 30D | +4.2% | +17.6% | -13.3% | +0.7% |
| 3M | +9.6% | +25.9% | -16.3% | +4.2% |
| 6M | +1.9% | +85.1% | -83.3% | -11.3% |
| YTD | -22.3% | +60.6% | -82.9% | -30.5% |
| 1Y | -23.2% | +40.2% | -63.3% | -29.1% |
| All | +55.7% | +88.1% | -32.4% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling