-1.0%
ISRG vs BMRN
-18.1%
+17.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -5.0% | -3.8% | -1.2% | -3.9% |
| 30D | -10.2% | -6.5% | -3.7% | -8.4% |
| 3M | -17.2% | +11.2% | -28.4% | -19.7% |
| 6M | -28.4% | +5.8% | -34.2% | -29.8% |
| YTD | -37.6% | +8.4% | -46.0% | -39.3% |
| 1Y | -24.4% | +15.7% | -40.1% | -28.3% |
| 3Y | +18.4% | -28.6% | +47.0% | +27.1% |
| 5Y | -1.0% | -19.6% | +18.6% | +2.8% |
| All | -1.0% | -18.1% | +17.1% | +2.8% |
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