+386.2%
ISRG vs BRO
+294.2%
+91.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +0.7% | -7.3% | +8.0% | +5.1% |
| 30D | -8.0% | -6.9% | -1.2% | -4.4% |
| 3M | -10.6% | +10.7% | -21.3% | -16.2% |
| 6M | -25.1% | -2.7% | -22.4% | -25.0% |
| YTD | -34.8% | -16.3% | -18.5% | -29.2% |
| 1Y | -19.0% | -29.1% | +10.1% | -3.2% |
| 3Y | +22.1% | -7.8% | +29.9% | +18.5% |
| 5Y | +8.2% | +18.7% | -10.5% | -13.6% |
| All | +386.2% | +294.2% | +91.9% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling