+539.2%
ISRG vs BR
+277.7%
+261.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.7% |
| 30D | +5.6% | +14.4% | -8.8% | -3.0% |
| 3M | +10.5% | +12.4% | -1.9% | +2.3% |
| 6M | +2.6% | +35.4% | -32.8% | -16.2% |
| YTD | -21.7% | -12.2% | -9.5% | -16.3% |
| 1Y | -21.6% | -12.7% | -8.8% | -15.9% |
| 3Y | +57.0% | +14.3% | +42.8% | +36.8% |
| 5Y | +25.0% | +19.3% | +5.7% | +4.0% |
| All | +539.2% | +277.7% | +261.5% | +180.7% |
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