+16.8%
ISRG vs BHP
+81.6%
-64.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | -10.2% | +4.0% | -14.2% | -11.0% |
| 3M | -17.2% | +11.3% | -28.4% | -19.3% |
| 6M | -28.4% | +29.3% | -57.8% | -33.5% |
| YTD | -37.6% | +59.2% | -96.8% | -45.8% |
| 1Y | -24.4% | +80.8% | -105.3% | -37.1% |
| All | +16.8% | +81.6% | -64.8% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling