+16.8%
ISRG vs BR
-5.1%
+22.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -5.0% | -5.0% | 0.0% | -2.9% |
| 30D | -10.2% | -2.5% | -7.7% | -9.4% |
| 3M | -17.2% | +13.5% | -30.7% | -21.8% |
| 6M | -28.4% | -9.4% | -19.0% | -25.8% |
| YTD | -37.6% | -23.3% | -14.4% | -29.8% |
| 1Y | -24.4% | -31.6% | +7.2% | -9.5% |
| All | +16.8% | -5.1% | +22.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling