-20.1%
ISRG vs BWA
+15.7%
-35.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +1.5% |
| 7D | +5.4% | -0.6% | +6.0% | +5.4% |
| 30D | +8.6% | -16.1% | +24.7% | +9.5% |
| 3M | +21.6% | -24.6% | +46.2% | +23.2% |
| 6M | +2.3% | -15.7% | +18.0% | +2.5% |
| YTD | -18.7% | +15.1% | -33.8% | -23.1% |
| All | -20.1% | +15.7% | -35.8% | -24.1% |
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