-10.5%
ISRG vs BWA
+17.4%
-27.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.5% | +11.9% | +9.5% |
| 7D | +8.5% | -9.9% | +18.4% | +9.0% |
| 30D | +18.6% | -16.4% | +35.0% | +19.6% |
| 3M | +30.9% | -19.8% | +50.7% | +32.3% |
| 6M | +6.6% | -10.0% | +16.5% | +5.7% |
| YTD | -14.9% | +12.7% | -27.6% | -19.7% |
| 1Y | -10.5% | +15.7% | -26.2% | -15.9% |
| All | -10.5% | +17.4% | -27.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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