-1.8%
ISRG vs BG
+85.5%
-87.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -5.0% |
| 7D | -5.2% | +2.4% | -7.5% | -5.4% |
| 30D | -7.6% | +15.0% | -22.6% | -9.1% |
| 3M | -16.4% | -0.7% | -15.7% | -16.4% |
| 6M | -28.6% | +7.5% | -36.1% | -29.6% |
| YTD | -38.2% | +41.6% | -79.8% | -41.8% |
| 1Y | -25.5% | +50.7% | -76.2% | -30.8% |
| 3Y | +17.4% | +20.3% | -2.9% | +12.3% |
| All | -1.8% | +85.5% | -87.3% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling