-19.9%
ISRG vs BG
+52.8%
-72.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +2.2% |
| 7D | -2.5% | +3.7% | -6.3% | -2.0% |
| 30D | -10.2% | +12.3% | -22.5% | -8.7% |
| 3M | -12.5% | -2.2% | -10.3% | -12.5% |
| 6M | -25.8% | +5.3% | -31.1% | -25.2% |
| YTD | -36.4% | +42.4% | -78.8% | -35.8% |
| 1Y | -19.9% | +55.2% | -75.1% | -19.2% |
| All | -19.9% | +52.8% | -72.7% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling