+2,859.7%
ISRG vs BIL
+30.4%
+2,829.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.2% |
| 7D | +4.8% | -0.3% | +5.1% | +3.7% |
| 30D | +9.2% | 0.0% | +9.2% | +9.3% |
| 3M | +21.2% | +0.3% | +20.8% | +22.9% |
| 6M | +0.2% | +1.2% | -1.0% | +6.0% |
| YTD | -20.1% | +2.5% | -22.5% | -10.9% |
| 1Y | -17.3% | +3.0% | -20.4% | -5.5% |
| 3Y | +63.3% | +13.2% | +50.2% | +183.0% |
| 5Y | +24.1% | +19.4% | +4.6% | +176.1% |
| 10Y | +507.0% | +25.2% | +481.8% | +1,614.7% |
| All | +2,859.7% | +30.4% | +2,829.3% | +7,747.6% |
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