+386.2%
ISRG vs BG
+166.7%
+219.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.8% |
| 7D | +0.7% | +3.1% | -2.4% | 0.0% |
| 30D | -8.0% | +10.2% | -18.2% | -10.0% |
| 3M | -10.6% | -1.7% | -8.9% | -10.7% |
| 6M | -25.1% | +1.0% | -26.1% | -26.0% |
| YTD | -34.8% | +39.9% | -74.7% | -40.5% |
| 1Y | -19.0% | +53.2% | -72.2% | -28.0% |
| 3Y | +22.1% | +16.3% | +5.8% | +14.2% |
| 5Y | +8.2% | +83.9% | -75.7% | -13.0% |
| All | +386.2% | +166.7% | +219.5% | +216.4% |
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