+17,983.8%
ISRG vs BN
+9,539.1%
+8,444.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | -1.6% | -2.5% | +0.9% | -0.4% |
| 30D | -2.3% | -9.5% | +7.2% | +2.8% |
| 3M | -12.4% | -10.4% | -2.1% | -7.3% |
| 6M | -26.8% | -6.4% | -20.5% | -24.7% |
| YTD | -35.3% | -11.9% | -23.4% | -31.7% |
| 1Y | -19.3% | -8.6% | -10.7% | -16.8% |
| 3Y | +18.1% | +77.6% | -59.4% | -15.7% |
| 5Y | +2.6% | +37.0% | -34.4% | -17.0% |
| 10Y | +379.4% | +266.4% | +113.0% | +130.0% |
| All | +17,983.8% | +9,539.1% | +8,444.7% | +2,214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling