-19.9%
ISRG vs BNS
+48.3%
-68.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.9% |
| 7D | -2.5% | -2.2% | -0.3% | -2.2% |
| 30D | -10.2% | +4.5% | -14.6% | -10.9% |
| 3M | -12.5% | +14.9% | -27.4% | -15.2% |
| 6M | -25.8% | +32.5% | -58.3% | -30.6% |
| YTD | -36.4% | +28.6% | -65.0% | -39.9% |
| 1Y | -19.9% | +48.4% | -68.3% | -25.4% |
| All | -19.9% | +48.3% | -68.2% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling