+16.8%
ISRG vs BDX
-9.5%
+26.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -5.0% | -4.1% | -0.9% | -3.5% |
| 30D | -10.2% | +0.1% | -10.3% | -10.2% |
| 3M | -17.2% | +18.3% | -35.5% | -21.9% |
| 6M | -28.4% | +10.1% | -38.6% | -31.1% |
| YTD | -37.6% | +19.4% | -57.1% | -41.5% |
| 1Y | -24.4% | +22.3% | -46.8% | -29.7% |
| All | +16.8% | -9.5% | +26.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling