+23.9%
ISRG vs BIL
+19.4%
+4.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | -0.3% | +5.1% | +5.3% |
| 30D | +9.2% | 0.0% | +9.2% | +8.8% |
| 3M | +21.2% | +0.3% | +20.8% | +19.8% |
| 6M | +0.2% | +1.2% | -1.0% | -3.0% |
| YTD | -20.1% | +2.5% | -22.5% | -25.1% |
| 1Y | -17.3% | +3.0% | -20.4% | -23.9% |
| 3Y | +63.3% | +13.2% | +50.2% | -1.5% |
| All | +23.9% | +19.4% | +4.5% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling