+536.3%
ISRG vs BIL
+25.6%
+510.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +8.6% | 0.0% | +8.7% | +8.5% |
| 3M | +21.6% | +0.6% | +21.0% | +20.9% |
| 6M | +2.3% | +1.5% | +0.8% | +1.4% |
| YTD | -18.7% | +2.8% | -21.5% | -20.3% |
| 1Y | -17.8% | +3.3% | -21.1% | -19.8% |
| 3Y | +69.1% | +13.4% | +55.7% | +39.7% |
| 5Y | +26.5% | +19.8% | +6.7% | -11.9% |
| 10Y | +536.3% | +25.6% | +510.6% | +313.4% |
| All | +536.3% | +25.6% | +510.7% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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