+5.7%
ISRG vs BNS
+92.5%
-86.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.6% |
| 7D | -2.5% | -2.2% | -0.3% | -1.3% |
| 30D | -10.2% | +4.5% | -14.6% | -12.6% |
| 3M | -12.5% | +14.9% | -27.4% | -19.7% |
| 6M | -25.8% | +32.5% | -58.3% | -37.5% |
| YTD | -36.4% | +28.6% | -65.0% | -45.6% |
| 1Y | -19.9% | +48.4% | -68.3% | -37.6% |
| 3Y | +20.9% | +130.8% | -109.9% | -30.6% |
| 5Y | +5.7% | +94.8% | -89.1% | -24.6% |
| All | +5.7% | +92.5% | -86.9% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling