+32.2%
ISRG vs BROS
+10.8%
+21.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.9% | +0.7% |
| 7D | +5.4% | -17.9% | +23.3% | +8.1% |
| 30D | +8.6% | -5.4% | +14.0% | +9.1% |
| 3M | +21.6% | -32.1% | +53.7% | +27.9% |
| 6M | +2.3% | -31.7% | +34.0% | +6.6% |
| YTD | -18.7% | -41.2% | +22.5% | -13.8% |
| 1Y | -17.8% | -32.6% | +14.8% | -14.8% |
| 3Y | +69.1% | +32.7% | +36.4% | +53.3% |
| 5Y | +26.5% | -44.2% | +70.7% | +18.9% |
| All | +32.2% | +10.8% | +21.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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