+366.0%
ISRG vs BMY
+62.6%
+303.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.5% |
| 7D | -5.2% | -3.3% | -1.8% | -4.1% |
| 30D | -7.6% | 0.0% | -7.5% | -7.5% |
| 3M | -16.4% | +17.7% | -34.1% | -20.7% |
| 6M | -28.6% | +9.6% | -38.2% | -30.8% |
| YTD | -38.2% | +24.0% | -62.2% | -42.6% |
| 1Y | -25.5% | +45.1% | -70.6% | -34.5% |
| 3Y | +17.4% | +22.5% | -5.1% | +7.0% |
| 5Y | -3.0% | +22.3% | -25.3% | -12.3% |
| All | +366.0% | +62.6% | +303.5% | +278.7% |
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