+539.2%
ISRG vs BMY
+59.8%
+479.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.2% |
| 7D | -2.0% | +2.1% | -4.1% | -2.7% |
| 30D | +5.6% | +7.0% | -1.4% | +3.1% |
| 3M | +10.5% | -0.9% | +11.4% | +10.8% |
| 6M | +2.6% | +14.9% | -12.3% | -2.4% |
| YTD | -21.7% | +22.8% | -44.5% | -27.4% |
| 1Y | -21.6% | +36.2% | -57.8% | -29.9% |
| 3Y | +57.0% | +45.7% | +11.3% | +31.3% |
| 5Y | +25.0% | +31.3% | -6.3% | +8.0% |
| All | +539.2% | +59.8% | +479.4% | +394.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling