+17,168.2%
ISRG vs BKR
+318.9%
+16,849.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.7% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -7.6% | +3.9% | -11.4% | -8.5% |
| 3M | -16.4% | -1.1% | -15.3% | -16.3% |
| 6M | -28.6% | +7.6% | -36.2% | -30.5% |
| YTD | -38.2% | +41.9% | -80.1% | -44.6% |
| 1Y | -25.5% | +42.2% | -67.7% | -33.5% |
| 3Y | +17.4% | +84.3% | -66.8% | -4.6% |
| 5Y | -3.0% | +215.7% | -218.7% | -34.9% |
| 10Y | +356.0% | +130.9% | +225.1% | +198.2% |
| All | +17,168.2% | +318.9% | +16,849.2% | +8,778.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling