+25.2%
ISRG vs BHP
+127.2%
-102.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.7% |
| 7D | +2.1% | +3.8% | -1.7% | +1.1% |
| 30D | +6.2% | -6.5% | +12.6% | +8.0% |
| 3M | +14.4% | -8.5% | +22.9% | +16.7% |
| 6M | 0.0% | -2.2% | +2.2% | -0.9% |
| YTD | -20.5% | +40.0% | -60.5% | -30.4% |
| 1Y | -21.9% | +51.3% | -73.2% | -33.5% |
| 3Y | +62.2% | +56.5% | +5.6% | +32.3% |
| 5Y | +25.2% | +130.2% | -105.0% | -5.9% |
| All | +25.2% | +127.2% | -102.0% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling