+57.0%
ISRG vs BROS
+30.6%
+26.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -0.1% |
| 7D | -2.0% | +6.3% | -8.3% | -2.9% |
| 30D | +5.6% | -8.3% | +13.9% | +6.5% |
| 3M | +10.5% | -29.8% | +40.3% | +15.7% |
| 6M | +2.6% | -25.8% | +28.4% | +5.1% |
| YTD | -21.7% | -41.4% | +19.7% | -17.2% |
| 1Y | -21.6% | -35.2% | +13.6% | -18.5% |
| 3Y | +57.0% | +32.8% | +24.3% | +52.8% |
| All | +57.0% | +30.6% | +26.4% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling