+3,208.7%
ISRG vs BR
+1,481.8%
+1,726.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.6% |
| 30D | +5.6% | +14.4% | -8.8% | -2.4% |
| 3M | +10.5% | +12.4% | -1.9% | +3.0% |
| 6M | +2.6% | +35.4% | -32.8% | -14.7% |
| YTD | -21.7% | -12.2% | -9.5% | -17.2% |
| 1Y | -21.6% | -12.7% | -8.8% | -16.8% |
| 3Y | +57.0% | +14.3% | +42.8% | +39.9% |
| 5Y | +25.0% | +19.3% | +5.7% | +7.9% |
| 10Y | +542.1% | +278.1% | +264.0% | +185.9% |
| All | +3,208.7% | +1,481.8% | +1,726.9% | +490.0% |
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