+2,296.9%
ISRG vs BIL
+30.4%
+2,266.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.2% |
| 30D | -2.3% | +0.3% | -2.6% | -0.8% |
| 3M | -12.4% | +0.9% | -13.4% | -8.7% |
| 6M | -26.8% | +1.8% | -28.7% | -20.6% |
| YTD | -35.3% | +2.4% | -37.7% | -27.9% |
| 1Y | -19.3% | +3.7% | -23.1% | -5.1% |
| 3Y | +18.1% | +14.2% | +4.0% | +113.3% |
| 5Y | +2.6% | +19.4% | -16.8% | +128.1% |
| 10Y | +379.4% | +25.2% | +354.2% | +1,254.6% |
| All | +2,296.9% | +30.4% | +2,266.5% | +6,247.3% |
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