+386.2%
ISRG vs BNS
+188.9%
+197.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.8% | +2.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -8.0% | +3.5% | -11.5% | -10.1% |
| 3M | -10.6% | +14.1% | -24.7% | -17.9% |
| 6M | -25.1% | +33.8% | -58.9% | -37.8% |
| YTD | -34.8% | +29.5% | -64.3% | -44.9% |
| 1Y | -19.0% | +48.4% | -67.4% | -37.3% |
| 3Y | +22.1% | +129.6% | -107.5% | -29.5% |
| 5Y | +8.2% | +96.1% | -87.9% | -30.6% |
| All | +386.2% | +188.9% | +197.3% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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