+370.1%
ISRG vs BMY
+61.9%
+308.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -5.0% | -4.8% | -0.2% | -3.4% |
| 30D | -10.2% | -0.7% | -9.5% | -10.0% |
| 3M | -17.2% | +15.3% | -32.5% | -21.0% |
| 6M | -28.4% | +8.5% | -37.0% | -30.5% |
| YTD | -37.6% | +23.4% | -61.1% | -42.0% |
| 1Y | -24.4% | +42.9% | -67.4% | -33.2% |
| 3Y | +18.4% | +22.0% | -3.5% | +8.1% |
| 5Y | -1.0% | +24.3% | -25.3% | -11.2% |
| 10Y | +370.1% | +64.6% | +305.5% | +282.5% |
| All | +370.1% | +61.9% | +308.3% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BMY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling