+28.1%
ISRG vs BMRN
-28.4%
+56.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.7% |
| 7D | -6.8% | +2.1% | -8.9% | -7.3% |
| 30D | +5.1% | +5.3% | -0.2% | +3.5% |
| 3M | +12.0% | -16.1% | +28.2% | +17.9% |
| 6M | +7.0% | +10.9% | -3.9% | +3.6% |
| YTD | -20.6% | -1.9% | -18.8% | -20.6% |
| 1Y | -21.4% | +6.2% | -27.6% | -23.6% |
| 3Y | +62.0% | -30.5% | +92.5% | +74.6% |
| 5Y | +28.1% | -28.4% | +56.5% | +33.9% |
| All | +28.1% | -28.4% | +56.6% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling