+2,635.2%
ISRG vs BR
+1,321.0%
+1,314.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | +1.1% |
| 7D | -1.6% | -5.3% | +3.7% | +1.5% |
| 30D | -2.3% | +6.4% | -8.7% | -6.0% |
| 3M | -12.4% | +13.6% | -26.1% | -19.1% |
| 6M | -26.8% | -6.7% | -20.1% | -24.9% |
| YTD | -35.3% | -21.1% | -14.2% | -27.1% |
| 1Y | -19.3% | -29.6% | +10.2% | -3.0% |
| 3Y | +18.1% | -2.4% | +20.5% | +15.4% |
| 5Y | +2.6% | +11.2% | -8.6% | -7.8% |
| 10Y | +379.4% | +191.8% | +187.7% | +146.7% |
| All | +2,635.2% | +1,321.0% | +1,314.2% | +419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling