+533.8%
ISRG vs BG
+107.5%
+426.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -6.1% | +1.5% | -7.6% | -6.4% |
| 30D | +4.2% | -7.0% | +11.3% | +5.7% |
| 3M | +9.6% | -10.0% | +19.6% | +11.4% |
| 6M | +1.9% | -19.8% | +21.7% | +5.6% |
| YTD | -22.3% | +14.3% | -36.6% | -26.4% |
| 1Y | -23.2% | +6.5% | -29.6% | -26.0% |
| 3Y | +58.5% | +4.4% | +54.2% | +50.1% |
| 5Y | +23.9% | +20.2% | +3.7% | +10.3% |
| All | +533.8% | +107.5% | +426.3% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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