-10.5%
ISRG vs BKR
+5.7%
-16.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -5.5% | +14.9% | +9.5% |
| 7D | +8.5% | -8.8% | +17.3% | +9.0% |
| 30D | +18.6% | -13.1% | +31.7% | +19.5% |
| 3M | +30.9% | -18.9% | +49.8% | +32.9% |
| 6M | +6.6% | -27.2% | +33.8% | +10.0% |
| YTD | -14.9% | +10.7% | -25.6% | -17.4% |
| 1Y | -10.5% | +9.7% | -20.2% | -13.6% |
| All | -10.5% | +5.7% | -16.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling