+386.2%
ISRG vs BLK
+283.5%
+102.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.4% |
| 7D | +0.7% | -3.3% | +4.0% | +2.8% |
| 30D | -8.0% | -6.5% | -1.5% | -4.0% |
| 3M | -10.6% | +6.7% | -17.3% | -14.5% |
| 6M | -25.1% | +14.7% | -39.8% | -31.8% |
| YTD | -34.8% | +2.5% | -37.3% | -36.8% |
| 1Y | -19.0% | -2.8% | -16.2% | -19.1% |
| 3Y | +22.1% | +65.9% | -43.8% | -15.6% |
| 5Y | +8.2% | +33.0% | -24.8% | -15.1% |
| All | +386.2% | +283.5% | +102.6% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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