+17,983.8%
ISRG vs BMY
+248.1%
+17,735.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.1% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | -2.3% | +5.0% | -7.3% | -4.1% |
| 3M | -12.4% | +19.4% | -31.8% | -18.4% |
| 6M | -26.8% | +9.5% | -36.4% | -29.6% |
| YTD | -35.3% | +28.1% | -63.3% | -41.6% |
| 1Y | -19.3% | +50.0% | -69.3% | -31.9% |
| 3Y | +18.1% | +24.1% | -5.9% | +3.8% |
| 5Y | +2.6% | +25.0% | -22.3% | -11.0% |
| 10Y | +379.4% | +68.7% | +310.8% | +253.9% |
| All | +17,983.8% | +248.1% | +17,735.7% | +7,953.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling