-10.5%
ISRG vs BN
-3.9%
-6.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.1% | +3.3% | +6.8% |
| 7D | +8.5% | +12.0% | -3.4% | +3.8% |
| 30D | +18.6% | +17.0% | +1.6% | +11.5% |
| 3M | +30.9% | -3.2% | +34.1% | +32.3% |
| 6M | +6.6% | -3.9% | +10.4% | +7.6% |
| YTD | -14.9% | -5.6% | -9.3% | -14.4% |
| 1Y | -10.5% | -4.7% | -5.8% | -10.4% |
| All | -10.5% | -3.9% | -6.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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