+550.7%
ISRG vs BHP
+345.2%
+205.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | -6.8% | +2.4% | -9.2% | -7.6% |
| 30D | +5.1% | -5.4% | +10.5% | +7.1% |
| 3M | +12.0% | -6.9% | +18.9% | +14.3% |
| 6M | +7.0% | -4.3% | +11.4% | +6.9% |
| YTD | -20.6% | +41.6% | -62.3% | -32.8% |
| 1Y | -21.4% | +53.3% | -74.7% | -35.6% |
| 3Y | +62.0% | +58.4% | +3.6% | +27.4% |
| 5Y | +28.1% | +121.3% | -93.1% | -15.5% |
| 10Y | +550.7% | +349.0% | +201.7% | +214.7% |
| All | +550.7% | +345.2% | +205.5% | +214.7% |
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