+2.0%
ISRG vs BMY
+25.3%
-23.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.5% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | -2.3% | +5.0% | -7.3% | -3.2% |
| 3M | -12.4% | +19.4% | -31.8% | -15.4% |
| 6M | -26.8% | +9.5% | -36.4% | -28.3% |
| YTD | -35.3% | +28.1% | -63.3% | -38.3% |
| 1Y | -19.3% | +50.0% | -69.3% | -25.1% |
| 3Y | +18.1% | +24.1% | -5.9% | +15.3% |
| All | +2.0% | +25.3% | -23.3% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling