+17,983.8%
ISRG vs BLK
+6,796.0%
+11,187.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.6% | -3.6% | +2.0% | 0.0% |
| 30D | -2.3% | -1.0% | -1.3% | -1.9% |
| 3M | -12.4% | +10.4% | -22.8% | -16.3% |
| 6M | -26.8% | +8.2% | -35.0% | -29.6% |
| YTD | -35.3% | +6.0% | -41.3% | -37.4% |
| 1Y | -19.3% | +3.3% | -22.7% | -21.3% |
| 3Y | +18.1% | +70.3% | -52.1% | -7.9% |
| 5Y | +2.6% | +34.5% | -31.8% | -11.7% |
| 10Y | +379.4% | +281.9% | +97.5% | +167.7% |
| All | +17,983.8% | +6,796.0% | +11,187.8% | +4,374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling