+356.0%
ISRG vs BWA
+142.9%
+213.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.9% |
| 7D | -5.2% | +4.3% | -9.5% | -6.4% |
| 30D | -7.6% | -2.9% | -4.7% | -6.8% |
| 3M | -16.4% | -12.4% | -3.9% | -13.2% |
| 6M | -28.6% | +28.6% | -57.1% | -35.2% |
| YTD | -38.2% | +48.2% | -86.4% | -47.4% |
| 1Y | -25.5% | +50.9% | -76.4% | -37.2% |
| 3Y | +17.4% | +72.2% | -54.7% | -8.6% |
| 5Y | -3.0% | +91.1% | -94.0% | -29.5% |
| 10Y | +356.0% | +144.0% | +212.0% | +190.4% |
| All | +356.0% | +142.9% | +213.0% | +190.4% |
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