+374.7%
ISRG vs BDX
+58.0%
+316.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +3.1% |
| 7D | -2.5% | -5.4% | +2.9% | +0.5% |
| 30D | -10.2% | -2.2% | -8.0% | -9.1% |
| 3M | -12.5% | +20.1% | -32.6% | -20.8% |
| 6M | -25.8% | +9.1% | -34.9% | -29.3% |
| YTD | -36.4% | +17.9% | -54.2% | -42.1% |
| 1Y | -19.9% | +22.1% | -42.0% | -28.8% |
| 3Y | +20.9% | -10.5% | +31.4% | +24.7% |
| 5Y | +5.7% | -2.6% | +8.3% | +2.3% |
| All | +374.7% | +58.0% | +316.7% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling