+1.4%
ISRG vs BROS
+38.3%
-37.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | -5.0% | -6.6% | +1.6% | -4.1% |
| 30D | -10.2% | -12.3% | +2.1% | -8.5% |
| 3M | -17.2% | -22.2% | +5.0% | -14.8% |
| 6M | -28.4% | -14.3% | -14.1% | -27.8% |
| YTD | -37.6% | -26.6% | -11.1% | -35.7% |
| 1Y | -24.4% | -31.5% | +7.1% | -21.6% |
| 3Y | +18.4% | +62.3% | -43.8% | +4.7% |
| All | +1.4% | +38.3% | -37.0% | -6.3% |
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