-1.0%
ISRG vs BDX
-1.9%
+1.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -5.0% | -3.6% | -1.5% | -3.4% |
| 30D | -10.2% | +0.7% | -10.9% | -10.5% |
| 3M | -17.2% | +19.0% | -36.2% | -23.4% |
| 6M | -28.4% | +10.8% | -39.2% | -31.8% |
| YTD | -37.6% | +20.1% | -57.8% | -42.8% |
| 1Y | -24.4% | +23.1% | -47.5% | -31.6% |
| 3Y | +18.4% | -8.8% | +27.3% | +22.9% |
| 5Y | -1.0% | -1.4% | +0.5% | +1.4% |
| All | -1.0% | -1.9% | +1.0% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling