+2,587.1%
ISRG vs BND
+76.8%
+2,510.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | -0.1% | -1.4% | -1.6% |
| 30D | -2.3% | -0.4% | -1.9% | -2.2% |
| 3M | -12.4% | -0.6% | -11.8% | -12.3% |
| 6M | -26.8% | -1.4% | -25.4% | -26.6% |
| YTD | -35.3% | -0.2% | -35.0% | -35.2% |
| 1Y | -19.3% | +1.3% | -20.6% | -19.5% |
| 3Y | +18.1% | +13.2% | +5.0% | +15.6% |
| 5Y | +2.6% | -1.6% | +4.2% | -2.0% |
| 10Y | +379.4% | +15.5% | +364.0% | +390.6% |
| All | +2,587.1% | +76.8% | +2,510.3% | +2,460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling