+2.0%
ISRG vs BP
+128.1%
-126.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -1.6% | +3.9% | -5.5% | -2.1% |
| 30D | -2.3% | +7.6% | -9.9% | -3.3% |
| 3M | -12.4% | +0.7% | -13.1% | -12.8% |
| 6M | -26.8% | +15.5% | -42.3% | -29.2% |
| YTD | -35.3% | +30.8% | -66.1% | -39.0% |
| 1Y | -19.3% | +34.3% | -53.6% | -24.6% |
| 3Y | +18.1% | +35.1% | -16.9% | +8.5% |
| All | +2.0% | +128.1% | -126.1% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling