+374.7%
ISRG vs BMRN
-29.8%
+404.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.1% |
| 30D | -10.2% | -5.8% | -4.4% | -8.5% |
| 3M | -12.5% | +16.6% | -29.1% | -16.5% |
| 6M | -25.8% | +7.6% | -33.4% | -27.7% |
| YTD | -36.4% | +10.2% | -46.6% | -38.6% |
| 1Y | -19.9% | +20.2% | -40.1% | -25.3% |
| 3Y | +20.9% | -27.4% | +48.2% | +28.4% |
| 5Y | +5.7% | -16.0% | +21.6% | +5.0% |
| All | +374.7% | -29.8% | +404.5% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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