+7.7%
ISRG vs BRO
+17.6%
-9.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +0.7% | -7.3% | +8.0% | +4.2% |
| 30D | -8.0% | -6.9% | -1.2% | -5.1% |
| 3M | -10.6% | +10.7% | -21.3% | -15.0% |
| 6M | -25.1% | -2.7% | -22.4% | -24.9% |
| YTD | -34.8% | -16.3% | -18.5% | -30.0% |
| 1Y | -19.0% | -29.1% | +10.1% | -5.3% |
| 3Y | +22.1% | -7.8% | +29.9% | +17.4% |
| All | +7.7% | +17.6% | -9.9% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling