+18,461.9%
ISRG vs BNS
+1,492.9%
+16,968.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.2% |
| 7D | -1.6% | +1.5% | -3.1% | -2.5% |
| 30D | -2.3% | +6.0% | -8.2% | -5.7% |
| 3M | -12.4% | +16.3% | -28.8% | -20.1% |
| 6M | -26.8% | +28.8% | -55.6% | -37.1% |
| YTD | -35.3% | +30.0% | -65.2% | -44.8% |
| 1Y | -19.3% | +50.7% | -70.0% | -36.9% |
| 3Y | +18.1% | +125.4% | -107.3% | -27.5% |
| 5Y | +2.6% | +94.2% | -91.6% | -31.4% |
| 10Y | +379.4% | +182.8% | +196.6% | +151.9% |
| All | +18,461.9% | +1,492.9% | +16,968.9% | +3,658.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling