-23.2%
ISRG vs BMY
+32.8%
-56.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -6.1% | -1.3% | -4.8% | -5.7% |
| 30D | +4.2% | +10.0% | -5.7% | +0.9% |
| 3M | +9.6% | -1.2% | +10.8% | +10.4% |
| 6M | +1.9% | +12.8% | -10.9% | -2.4% |
| YTD | -22.3% | +20.7% | -43.0% | -27.6% |
| 1Y | -23.2% | +32.6% | -55.8% | -30.0% |
| All | -23.2% | +32.8% | -56.0% | -30.0% |
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