+5.7%
ISRG vs BKR
+179.4%
-173.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.7% | +8.7% | +3.6% |
| 7D | -2.5% | -6.7% | +4.1% | -1.1% |
| 30D | -10.2% | -8.3% | -1.8% | -8.4% |
| 3M | -12.5% | -5.4% | -7.1% | -11.6% |
| 6M | -25.8% | +0.8% | -26.6% | -26.4% |
| YTD | -36.4% | +31.8% | -68.2% | -41.1% |
| 1Y | -19.9% | +28.6% | -48.5% | -25.5% |
| 3Y | +20.9% | +71.2% | -50.4% | +3.9% |
| 5Y | +5.7% | +179.2% | -173.6% | -21.0% |
| All | +5.7% | +179.4% | -173.7% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling