-25.5%
ISRG vs BMY
+45.3%
-70.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.6% |
| 7D | -5.2% | -3.3% | -1.8% | -4.2% |
| 30D | -7.6% | 0.0% | -7.5% | -7.4% |
| 3M | -16.4% | +17.7% | -34.1% | -19.7% |
| 6M | -28.6% | +9.6% | -38.2% | -30.7% |
| YTD | -38.2% | +24.0% | -62.2% | -40.9% |
| 1Y | -25.5% | +45.1% | -70.6% | -28.4% |
| All | -25.5% | +45.3% | -70.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling