-21.4%
ISRG vs BP
+27.8%
-49.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +0.3% |
| 7D | -6.8% | -0.8% | -6.0% | -7.0% |
| 30D | +5.1% | -3.1% | +8.3% | +4.4% |
| 3M | +12.0% | +6.2% | +5.9% | +14.2% |
| 6M | +7.0% | +4.8% | +2.2% | +8.8% |
| YTD | -20.6% | +35.2% | -55.8% | -15.5% |
| 1Y | -21.4% | +27.4% | -48.9% | -18.2% |
| All | -21.4% | +27.8% | -49.2% | -18.2% |
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 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