-23.2%
ISRG vs BWA
+12.4%
-35.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -6.1% | +7.3% | -13.4% | -6.4% |
| 30D | +4.2% | -15.8% | +20.0% | +5.1% |
| 3M | +9.6% | -25.7% | +35.4% | +11.2% |
| 6M | +1.9% | -19.6% | +21.5% | +2.4% |
| YTD | -22.3% | +14.1% | -36.4% | -26.6% |
| 1Y | -23.2% | +12.2% | -35.3% | -27.2% |
| All | -23.2% | +12.4% | -35.6% | -27.2% |
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