-10.5%
ISRG vs BHP
+53.4%
-64.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +9.3% |
| 7D | +8.5% | -2.5% | +11.1% | +8.5% |
| 30D | +18.6% | -7.7% | +26.3% | +18.8% |
| 3M | +30.9% | -6.4% | +37.3% | +30.8% |
| 6M | +6.6% | +5.2% | +1.4% | +3.7% |
| YTD | -14.9% | +38.3% | -53.2% | -19.8% |
| 1Y | -10.5% | +53.4% | -63.9% | -18.6% |
| All | -10.5% | +53.4% | -64.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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