+23.9%
ISRG vs BROS
-50.1%
+74.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -3.0% |
| 7D | +4.8% | -21.2% | +26.0% | +8.7% |
| 30D | +9.2% | -11.6% | +20.8% | +11.0% |
| 3M | +21.2% | -36.7% | +57.8% | +30.0% |
| 6M | +0.2% | -42.8% | +43.1% | +8.2% |
| YTD | -20.1% | -44.8% | +24.8% | -13.6% |
| 1Y | -17.3% | -36.5% | +19.2% | -13.1% |
| 3Y | +63.3% | +27.0% | +36.4% | +44.5% |
| All | +23.9% | -50.1% | +74.0% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling