+537.3%
ISRG vs BN
+280.2%
+257.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.5% |
| 7D | +2.1% | +4.3% | -2.2% | -0.2% |
| 30D | +6.2% | +14.3% | -8.1% | -1.6% |
| 3M | +14.4% | -4.1% | +18.5% | +17.0% |
| 6M | 0.0% | -9.7% | +9.7% | +5.5% |
| YTD | -20.5% | -7.1% | -13.4% | -18.3% |
| 1Y | -21.9% | -7.4% | -14.5% | -19.8% |
| 3Y | +62.2% | +102.3% | -40.2% | +2.0% |
| 5Y | +25.2% | +35.9% | -10.7% | -1.7% |
| 10Y | +537.3% | +289.2% | +248.2% | +172.5% |
| All | +537.3% | +280.2% | +257.1% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling