+2,962.4%
ISRG vs BIL
+30.3%
+2,932.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +4.4% | -0.3% | +4.7% | +3.3% |
| 30D | +15.8% | 0.0% | +15.8% | +15.7% |
| 3M | +24.9% | +0.3% | +24.6% | +26.6% |
| 6M | +3.8% | +1.2% | +2.6% | +9.5% |
| YTD | -17.3% | +2.4% | -19.7% | -7.9% |
| 1Y | -14.6% | +3.0% | -17.6% | -2.4% |
| 3Y | +68.2% | +13.1% | +55.1% | +191.2% |
| 5Y | +28.4% | +19.4% | +9.0% | +185.3% |
| 10Y | +528.0% | +25.2% | +502.9% | +1,671.7% |
| All | +2,962.4% | +30.3% | +2,932.1% | +8,008.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling