+3,256.8%
ISRG vs BR
+1,486.0%
+1,770.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | +2.1% | +5.0% | -2.9% | -0.7% |
| 30D | +6.2% | +16.6% | -10.5% | -2.9% |
| 3M | +14.4% | +12.0% | +2.4% | +6.8% |
| 6M | 0.0% | +30.7% | -30.7% | -15.2% |
| YTD | -20.5% | -11.9% | -8.6% | -16.2% |
| 1Y | -21.9% | -11.6% | -10.3% | -17.8% |
| 3Y | +62.2% | +15.0% | +47.2% | +43.9% |
| 5Y | +25.2% | +18.1% | +7.1% | +8.7% |
| 10Y | +537.3% | +278.6% | +258.7% | +183.5% |
| All | +3,256.8% | +1,486.0% | +1,770.8% | +497.6% |
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