+23.9%
ISRG vs BBY
-2.1%
+26.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.7% |
| 7D | -6.1% | +4.0% | -10.1% | -7.2% |
| 30D | +4.2% | +17.6% | -13.3% | -0.3% |
| 3M | +9.6% | +25.9% | -16.3% | +2.7% |
| 6M | +1.9% | +85.1% | -83.3% | -14.9% |
| YTD | -22.3% | +60.6% | -82.9% | -32.9% |
| 1Y | -23.2% | +40.2% | -63.3% | -31.0% |
| 3Y | +58.5% | +86.6% | -28.1% | +22.7% |
| 5Y | +23.9% | -3.7% | +27.6% | +9.8% |
| All | +23.9% | -2.1% | +26.0% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling