+536.3%
ISRG vs BP
+132.1%
+404.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +5.4% | -6.9% | +12.3% | +7.2% |
| 30D | +8.6% | -3.6% | +12.2% | +9.3% |
| 3M | +21.6% | +8.4% | +13.2% | +18.2% |
| 6M | +2.3% | +5.3% | -3.0% | -0.4% |
| YTD | -18.7% | +33.2% | -51.8% | -26.9% |
| 1Y | -17.8% | +28.2% | -45.9% | -25.4% |
| 3Y | +69.1% | +49.2% | +19.8% | +43.9% |
| 5Y | +26.5% | +102.9% | -76.4% | -6.0% |
| 10Y | +536.3% | +127.7% | +408.6% | +361.2% |
| All | +536.3% | +132.1% | +404.1% | +361.2% |
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