+536.3%
ISRG vs BWA
+101.5%
+434.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +0.1% |
| 7D | +5.4% | -0.6% | +6.0% | +5.4% |
| 30D | +8.6% | -16.1% | +24.7% | +14.3% |
| 3M | +21.6% | -24.6% | +46.2% | +31.8% |
| 6M | +2.3% | -15.7% | +18.0% | +5.9% |
| YTD | -18.7% | +15.1% | -33.8% | -25.7% |
| 1Y | -17.8% | +15.9% | -33.6% | -25.1% |
| 3Y | +69.1% | +67.1% | +2.0% | +30.9% |
| 5Y | +26.5% | +34.7% | -8.3% | +2.6% |
| 10Y | +536.3% | +99.5% | +436.8% | +343.7% |
| All | +536.3% | +101.5% | +434.8% | +343.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling