+7.7%
ISRG vs BRKR
-39.7%
+47.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | +0.7% | -8.7% | +9.3% | +3.3% |
| 30D | -8.0% | -9.9% | +1.8% | -5.4% |
| 3M | -10.6% | -3.1% | -7.5% | -11.7% |
| 6M | -25.1% | +45.5% | -70.6% | -36.4% |
| YTD | -34.8% | +13.7% | -48.5% | -40.2% |
| 1Y | -19.0% | +67.4% | -86.4% | -35.8% |
| 3Y | +22.1% | -13.2% | +35.3% | +13.1% |
| All | +7.7% | -39.7% | +47.5% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling