-19.9%
ISRG vs BR
-31.2%
+11.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | -2.5% | -6.0% | +3.4% | -0.8% |
| 30D | -10.2% | -0.9% | -9.3% | -10.0% |
| 3M | -12.5% | +16.4% | -28.9% | -16.5% |
| 6M | -25.8% | -8.2% | -17.6% | -25.9% |
| YTD | -36.4% | -23.2% | -13.1% | -31.2% |
| 1Y | -19.9% | -30.9% | +11.0% | -7.7% |
| All | -19.9% | -31.2% | +11.3% | -7.7% |
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 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