-10.5%
ISRG vs BOXX
+4.1%
-14.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.3% | +9.1% |
| 7D | +8.5% | +0.1% | +8.4% | +7.7% |
| 30D | +18.6% | +0.4% | +18.2% | +15.3% |
| 3M | +30.9% | +1.0% | +29.9% | +19.2% |
| 6M | +6.6% | +2.0% | +4.6% | -10.1% |
| YTD | -14.9% | +3.3% | -18.2% | -36.2% |
| 1Y | -10.5% | +4.1% | -14.6% | -35.9% |
| All | -10.5% | +4.1% | -14.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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