+500.7%
ISRG vs BP
+131.5%
+369.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +4.8% | -11.6% | +16.4% | +8.0% |
| 30D | +9.2% | 0.0% | +9.2% | +8.9% |
| 3M | +21.2% | +6.7% | +14.4% | +18.3% |
| 6M | +0.2% | +2.2% | -1.9% | -1.6% |
| YTD | -20.1% | +33.0% | -53.0% | -28.1% |
| 1Y | -17.3% | +30.7% | -48.1% | -25.4% |
| 3Y | +63.3% | +44.2% | +19.1% | +40.5% |
| 5Y | +24.1% | +105.1% | -81.1% | -8.1% |
| All | +500.7% | +131.5% | +369.2% | +340.0% |
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