+23.9%
ISRG vs BN
+29.3%
-5.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -2.8% |
| 7D | +4.8% | +5.3% | -0.5% | +1.9% |
| 30D | +9.2% | +11.9% | -2.7% | +2.7% |
| 3M | +21.2% | -5.7% | +26.9% | +25.1% |
| 6M | +0.2% | -10.6% | +10.8% | +6.3% |
| YTD | -20.1% | -9.4% | -10.7% | -16.7% |
| 1Y | -17.3% | -8.8% | -8.6% | -14.4% |
| 3Y | +63.3% | +95.6% | -32.3% | +2.8% |
| All | +23.9% | +29.3% | -5.4% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling