+16.8%
ISRG vs BLK
+64.8%
-48.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.0% |
| 7D | -5.0% | -2.7% | -2.3% | -3.6% |
| 30D | -10.2% | -4.8% | -5.4% | -7.8% |
| 3M | -17.2% | +6.5% | -23.7% | -20.0% |
| 6M | -28.4% | +13.1% | -41.6% | -33.3% |
| YTD | -37.6% | +1.8% | -39.4% | -38.9% |
| 1Y | -24.4% | -1.0% | -23.5% | -25.1% |
| All | +16.8% | +64.8% | -48.0% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling