+17,983.8%
ISRG vs BBY
+454.5%
+17,529.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.5% |
| 7D | -1.6% | +9.5% | -11.1% | -3.6% |
| 30D | -2.3% | +6.8% | -9.1% | -3.8% |
| 3M | -12.4% | +28.9% | -41.3% | -17.5% |
| 6M | -26.8% | +37.8% | -64.6% | -32.5% |
| YTD | -35.3% | +38.7% | -74.0% | -40.5% |
| 1Y | -19.3% | +23.7% | -43.0% | -24.1% |
| 3Y | +18.1% | +39.1% | -21.0% | +5.6% |
| 5Y | +2.6% | -0.4% | +3.1% | -3.1% |
| 10Y | +379.4% | +234.0% | +145.4% | +239.9% |
| All | +17,983.8% | +454.5% | +17,529.3% | +10,954.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling