+533.8%
ISRG vs BR
+275.8%
+258.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -6.1% | -1.3% | -4.8% | -5.3% |
| 30D | +4.2% | +13.7% | -9.4% | -3.9% |
| 3M | +9.6% | +13.8% | -4.2% | +0.6% |
| 6M | +1.9% | +29.7% | -27.9% | -14.6% |
| YTD | -22.3% | -12.6% | -9.7% | -16.8% |
| 1Y | -23.2% | -12.4% | -10.7% | -17.8% |
| 3Y | +58.5% | +14.1% | +44.4% | +38.1% |
| 5Y | +23.9% | +18.7% | +5.3% | +3.4% |
| All | +533.8% | +275.8% | +258.1% | +179.3% |
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