+17,643.5%
ISRG vs BG
+1,131.5%
+16,512.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.5% |
| 7D | -1.6% | +2.8% | -4.4% | -2.3% |
| 30D | -2.3% | +12.0% | -14.3% | -5.2% |
| 3M | -12.4% | -7.7% | -4.7% | -11.2% |
| 6M | -26.8% | +4.5% | -31.3% | -28.5% |
| YTD | -35.3% | +35.7% | -70.9% | -41.1% |
| 1Y | -19.3% | +50.1% | -69.4% | -28.9% |
| 3Y | +18.1% | +12.6% | +5.5% | +10.0% |
| 5Y | +2.6% | +75.4% | -72.8% | -17.2% |
| 10Y | +379.4% | +150.5% | +229.0% | +228.3% |
| All | +17,643.5% | +1,131.5% | +16,512.1% | +10,078.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling