+536.3%
ISRG vs BMY
+60.5%
+475.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.4% | -1.4% | +6.8% | +6.0% |
| 30D | +8.6% | +5.1% | +3.5% | +6.7% |
| 3M | +21.6% | -3.0% | +24.6% | +22.7% |
| 6M | +2.3% | +13.1% | -10.7% | -2.1% |
| YTD | -18.7% | +20.3% | -39.0% | -24.1% |
| 1Y | -17.8% | +39.0% | -56.8% | -27.0% |
| 3Y | +69.1% | +42.0% | +27.1% | +42.8% |
| 5Y | +26.5% | +28.5% | -2.1% | +10.1% |
| 10Y | +536.3% | +57.5% | +478.7% | +394.9% |
| All | +536.3% | +60.5% | +475.8% | +394.9% |
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