-19.3%
ISRG vs BP
+34.1%
-53.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.8% |
| 7D | -1.6% | +3.9% | -5.5% | -1.0% |
| 30D | -2.3% | +7.6% | -9.9% | -1.2% |
| 3M | -12.4% | +0.7% | -13.1% | -12.2% |
| 6M | -26.8% | +15.5% | -42.3% | -27.5% |
| YTD | -35.3% | +30.8% | -66.1% | -36.9% |
| 1Y | -19.3% | +34.3% | -53.6% | -26.5% |
| All | -19.3% | +34.1% | -53.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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