+374.7%
ISRG vs BR
+190.5%
+184.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | -2.5% | -6.0% | +3.4% | +1.3% |
| 30D | -10.2% | -0.9% | -9.3% | -9.9% |
| 3M | -12.5% | +16.4% | -28.9% | -21.0% |
| 6M | -25.8% | -8.2% | -17.6% | -22.6% |
| YTD | -36.4% | -23.2% | -13.1% | -25.9% |
| 1Y | -19.9% | -30.9% | +11.0% | +0.1% |
| 3Y | +20.9% | -5.0% | +25.9% | +18.8% |
| 5Y | +5.7% | +8.8% | -3.1% | -7.1% |
| All | +374.7% | +190.5% | +184.2% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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