-6.5%
ISRG vs BIYA
-99.9%
+93.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.7% |
| 7D | +5.4% | -7.8% | +13.2% | +5.4% |
| 30D | +8.6% | -38.5% | +47.2% | +8.7% |
| 3M | +21.6% | -59.5% | +81.1% | +21.5% |
| 6M | +2.3% | -89.2% | +91.5% | +2.4% |
| YTD | -18.7% | -97.1% | +78.4% | -17.9% |
| 1Y | -17.8% | -99.0% | +81.3% | -16.0% |
| All | -6.5% | -99.9% | +93.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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