+5.2%
ISRG vs BROS
+43.3%
-38.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | -1.6% | -6.7% | +5.1% | -0.6% |
| 30D | -2.3% | -29.1% | +26.8% | +2.4% |
| 3M | -12.4% | -16.7% | +4.3% | -10.8% |
| 6M | -26.8% | -11.6% | -15.2% | -26.5% |
| YTD | -35.3% | -23.9% | -11.3% | -33.6% |
| 1Y | -19.3% | -34.8% | +15.5% | -15.7% |
| 3Y | +18.1% | +62.1% | -43.9% | +4.4% |
| All | +5.2% | +43.3% | -38.1% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling