+16.8%
ISRG vs BBY
+38.4%
-21.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | -5.0% | +1.2% | -6.2% | -5.3% |
| 30D | -10.2% | +6.8% | -17.0% | -11.5% |
| 3M | -17.2% | +18.7% | -35.9% | -20.4% |
| 6M | -28.4% | +37.3% | -65.7% | -33.7% |
| YTD | -37.6% | +35.3% | -72.9% | -42.2% |
| 1Y | -24.4% | +20.7% | -45.1% | -28.3% |
| All | +16.8% | +38.4% | -21.6% | +2.5% |
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 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