-8.1%
ISRG vs BIYA
-99.9%
+91.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.4% |
| 7D | +4.8% | -10.5% | +15.3% | +4.8% |
| 30D | +9.2% | -51.7% | +61.0% | +9.3% |
| 3M | +21.2% | -60.8% | +81.9% | +21.1% |
| 6M | +0.2% | -90.6% | +90.8% | +0.3% |
| YTD | -20.1% | -97.1% | +77.1% | -19.3% |
| 1Y | -17.3% | -99.1% | +81.7% | -15.5% |
| All | -8.1% | -99.9% | +91.8% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling