-25.5%
ISRG vs BWA
+53.0%
-78.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.4% |
| 7D | -5.2% | +4.3% | -9.5% | -5.5% |
| 30D | -7.6% | -2.9% | -4.7% | -7.4% |
| 3M | -16.4% | -12.4% | -3.9% | -15.6% |
| 6M | -28.6% | +28.6% | -57.1% | -30.7% |
| YTD | -38.2% | +48.2% | -86.4% | -42.4% |
| 1Y | -25.5% | +50.9% | -76.4% | -30.7% |
| All | -25.5% | +53.0% | -78.5% | -30.7% |
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 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