+22,229.9%
ISRG vs BEN
+629.1%
+21,600.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -5.5% |
| 7D | +4.8% | +6.6% | -1.8% | +1.8% |
| 30D | +9.2% | +3.8% | +5.4% | +7.2% |
| 3M | +21.2% | +0.2% | +20.9% | +20.6% |
| 6M | +0.2% | +10.4% | -10.2% | -4.8% |
| YTD | -20.1% | +46.2% | -66.2% | -33.6% |
| 1Y | -17.3% | +52.3% | -69.6% | -32.7% |
| 3Y | +63.3% | +65.9% | -2.6% | +22.7% |
| 5Y | +24.1% | +20.6% | +3.5% | +6.4% |
| 10Y | +507.0% | +64.8% | +442.2% | +300.2% |
| All | +22,229.9% | +629.1% | +21,600.8% | +6,471.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling