-23.2%
ISRG vs BR
-12.6%
-10.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -6.1% | -1.3% | -4.8% | -5.7% |
| 30D | +4.2% | +13.7% | -9.4% | +0.3% |
| 3M | +9.6% | +13.8% | -4.2% | +5.2% |
| 6M | +1.9% | +29.7% | -27.9% | -6.1% |
| YTD | -22.3% | -12.6% | -9.7% | -22.8% |
| 1Y | -23.2% | -12.4% | -10.7% | -23.9% |
| All | -23.2% | -12.6% | -10.5% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling