+377.5%
ISRG vs BN
+269.1%
+108.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | -1.6% | -2.5% | +0.9% | -0.2% |
| 30D | -2.3% | -9.5% | +7.2% | +3.4% |
| 3M | -12.4% | -10.4% | -2.1% | -6.8% |
| 6M | -26.8% | -6.4% | -20.5% | -24.6% |
| YTD | -35.3% | -11.9% | -23.4% | -31.3% |
| 1Y | -19.3% | -8.6% | -10.7% | -16.7% |
| 3Y | +18.1% | +77.6% | -59.4% | -20.3% |
| 5Y | +2.6% | +37.0% | -34.4% | -19.9% |
| All | +377.5% | +269.1% | +108.4% | +101.3% |
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