+22,229.9%
ISRG vs BN
+9,813.1%
+12,416.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -2.9% |
| 7D | +4.8% | +5.3% | -0.5% | +2.1% |
| 30D | +9.2% | +11.9% | -2.7% | +3.2% |
| 3M | +21.2% | -5.7% | +26.9% | +24.8% |
| 6M | +0.2% | -10.6% | +10.8% | +5.8% |
| YTD | -20.1% | -9.4% | -10.7% | -16.9% |
| 1Y | -17.3% | -8.8% | -8.6% | -14.5% |
| 3Y | +63.3% | +95.6% | -32.3% | +11.4% |
| 5Y | +24.1% | +30.2% | -6.1% | +2.9% |
| 10Y | +507.0% | +277.0% | +229.9% | +186.9% |
| All | +22,229.9% | +9,813.1% | +12,416.7% | +2,715.8% |
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