-3.0%
ISRG vs BHP
+121.9%
-124.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.0% |
| 7D | -5.2% | +1.3% | -6.4% | -5.5% |
| 30D | -7.6% | +4.0% | -11.5% | -8.6% |
| 3M | -16.4% | +12.3% | -28.7% | -19.5% |
| 6M | -28.6% | +30.8% | -59.4% | -34.9% |
| YTD | -38.2% | +58.8% | -96.9% | -47.3% |
| 1Y | -25.5% | +76.8% | -102.3% | -39.0% |
| 3Y | +17.4% | +87.5% | -70.0% | -8.4% |
| 5Y | -3.0% | +123.9% | -126.9% | -25.7% |
| All | -3.0% | +121.9% | -124.9% | -25.7% |
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 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