+17,168.2%
ISRG vs BRO
+2,742.3%
+14,425.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -2.3% |
| 7D | -5.2% | -5.4% | +0.2% | -2.6% |
| 30D | -7.6% | -4.3% | -3.2% | -5.7% |
| 3M | -16.4% | +17.8% | -34.2% | -23.1% |
| 6M | -28.6% | -6.8% | -21.8% | -27.0% |
| YTD | -38.2% | -13.8% | -24.4% | -34.7% |
| 1Y | -25.5% | -27.8% | +2.3% | -14.6% |
| 3Y | +17.4% | -4.7% | +22.1% | +15.0% |
| 5Y | -3.0% | +20.6% | -23.6% | -16.0% |
| 10Y | +356.0% | +293.7% | +62.2% | +129.2% |
| All | +17,168.2% | +2,742.3% | +14,425.9% | +4,506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling