+23.9%
ISRG vs BEN
+19.4%
+4.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -5.4% |
| 7D | +4.8% | +6.6% | -1.8% | +2.0% |
| 30D | +9.2% | +3.8% | +5.4% | +7.4% |
| 3M | +21.2% | +0.2% | +20.9% | +20.6% |
| 6M | +0.2% | +10.4% | -10.2% | -4.5% |
| YTD | -20.1% | +46.2% | -66.2% | -33.2% |
| 1Y | -17.3% | +52.3% | -69.6% | -32.3% |
| 3Y | +63.3% | +65.9% | -2.6% | +21.6% |
| All | +23.9% | +19.4% | +4.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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