+19.2%
ISRG vs BNY
+286.9%
-267.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.5% | -1.1% | -1.5% | -2.0% |
| 30D | -10.2% | +1.4% | -11.6% | -10.8% |
| 3M | -12.5% | +16.8% | -29.3% | -18.6% |
| 6M | -25.8% | +42.0% | -67.8% | -37.4% |
| YTD | -36.4% | +41.9% | -78.3% | -46.5% |
| 1Y | -19.9% | +59.2% | -79.1% | -36.7% |
| All | +19.2% | +286.9% | -267.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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