+17,983.8%
ISRG vs BHP
+3,328.4%
+14,655.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.6% | -2.9% | +1.3% | -0.5% |
| 30D | -2.3% | +3.4% | -5.6% | -3.6% |
| 3M | -12.4% | +4.1% | -16.5% | -14.6% |
| 6M | -26.8% | +20.6% | -47.4% | -33.0% |
| YTD | -35.3% | +56.1% | -91.3% | -46.5% |
| 1Y | -19.3% | +69.6% | -88.9% | -35.7% |
| 3Y | +18.1% | +78.8% | -60.7% | -9.6% |
| 5Y | +2.6% | +113.1% | -110.4% | -28.8% |
| 10Y | +379.4% | +505.9% | -126.4% | +111.9% |
| All | +17,983.8% | +3,328.4% | +14,655.4% | +3,494.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling