+550.7%
ISRG vs BP
+133.4%
+417.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -6.8% | -0.8% | -6.0% | -6.6% |
| 30D | +5.1% | -3.1% | +8.3% | +5.7% |
| 3M | +12.0% | +6.2% | +5.9% | +9.6% |
| 6M | +7.0% | +4.8% | +2.2% | +4.4% |
| YTD | -20.6% | +35.2% | -55.8% | -29.0% |
| 1Y | -21.4% | +27.4% | -48.9% | -28.5% |
| 3Y | +62.0% | +49.8% | +12.2% | +37.8% |
| 5Y | +28.1% | +109.4% | -81.2% | -5.6% |
| 10Y | +550.7% | +135.7% | +415.0% | +377.5% |
| All | +550.7% | +133.4% | +417.3% | +377.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling