+539.2%
ISRG vs BND
+17.2%
+521.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -2.0% | -1.4% | -0.6% | -1.0% |
| 30D | +5.6% | +0.6% | +5.0% | +5.2% |
| 3M | +10.5% | -1.6% | +12.2% | +11.9% |
| 6M | +2.6% | -1.5% | +4.2% | +3.9% |
| YTD | -21.7% | -1.5% | -20.2% | -20.7% |
| 1Y | -21.6% | -1.1% | -20.5% | -20.8% |
| 3Y | +57.0% | +13.6% | +43.4% | +43.1% |
| 5Y | +25.0% | -1.8% | +26.8% | +20.7% |
| All | +539.2% | +17.2% | +521.9% | +592.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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