+16.8%
ISRG vs BNS
+127.2%
-110.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -5.0% | -1.3% | -3.7% | -4.6% |
| 30D | -10.2% | +4.0% | -14.2% | -11.6% |
| 3M | -17.2% | +13.8% | -31.0% | -21.6% |
| 6M | -28.4% | +32.7% | -61.1% | -36.5% |
| YTD | -37.6% | +27.6% | -65.2% | -43.9% |
| 1Y | -24.4% | +47.4% | -71.8% | -36.5% |
| All | +16.8% | +127.2% | -110.3% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling