+537.3%
ISRG vs BHP
+330.6%
+206.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.5% |
| 7D | +2.1% | +3.8% | -1.7% | +0.8% |
| 30D | +6.2% | -6.5% | +12.6% | +8.6% |
| 3M | +14.4% | -8.5% | +22.9% | +17.4% |
| 6M | 0.0% | -2.2% | +2.2% | -1.1% |
| YTD | -20.5% | +40.0% | -60.5% | -32.4% |
| 1Y | -21.9% | +51.3% | -73.2% | -35.7% |
| 3Y | +62.2% | +56.5% | +5.6% | +28.1% |
| 5Y | +25.2% | +130.2% | -105.0% | -19.1% |
| 10Y | +537.3% | +336.5% | +200.8% | +207.4% |
| All | +537.3% | +330.6% | +206.7% | +207.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling