-20.1%
ISRG vs BROS
-34.1%
+14.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.9% | +1.0% |
| 7D | +5.4% | -17.9% | +23.3% | +7.4% |
| 30D | +8.6% | -5.4% | +14.0% | +9.2% |
| 3M | +21.6% | -32.1% | +53.7% | +26.5% |
| 6M | +2.3% | -31.7% | +34.0% | +4.0% |
| YTD | -18.7% | -41.2% | +22.5% | -17.0% |
| All | -20.1% | -34.1% | +14.0% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling