+22,229.9%
ISRG vs BMY
+227.1%
+22,002.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.7% |
| 7D | +4.8% | -0.5% | +5.4% | +5.1% |
| 30D | +9.2% | +4.1% | +5.1% | +7.4% |
| 3M | +21.2% | -2.1% | +23.3% | +22.0% |
| 6M | +0.2% | +12.2% | -12.0% | -4.5% |
| YTD | -20.1% | +20.3% | -40.4% | -26.2% |
| 1Y | -17.3% | +39.2% | -56.5% | -28.1% |
| 3Y | +63.3% | +35.6% | +27.7% | +37.8% |
| 5Y | +24.1% | +28.6% | -4.5% | +5.9% |
| 10Y | +507.0% | +73.9% | +433.1% | +343.0% |
| All | +22,229.9% | +227.1% | +22,002.8% | +10,071.0% |
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 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