+356.0%
ISRG vs BN
+259.6%
+96.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.0% |
| 7D | -5.2% | -1.2% | -4.0% | -4.5% |
| 30D | -7.6% | -10.9% | +3.3% | -1.3% |
| 3M | -16.4% | -11.1% | -5.3% | -10.5% |
| 6M | -28.6% | -4.4% | -24.2% | -27.2% |
| YTD | -38.2% | -14.1% | -24.0% | -33.4% |
| 1Y | -25.5% | -11.1% | -14.4% | -21.8% |
| 3Y | +17.4% | +75.6% | -58.1% | -20.3% |
| 5Y | -3.0% | +35.8% | -38.8% | -23.9% |
| 10Y | +356.0% | +261.6% | +94.4% | +95.2% |
| All | +356.0% | +259.6% | +96.4% | +95.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling