+57.0%
ISRG vs BWA
+64.0%
-6.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.0% | +4.3% | -6.3% | -2.6% |
| 30D | +5.6% | -13.0% | +18.6% | +7.7% |
| 3M | +10.5% | -24.8% | +35.4% | +15.2% |
| 6M | +2.6% | -23.5% | +26.1% | +6.1% |
| YTD | -21.7% | +13.8% | -35.5% | -26.5% |
| 1Y | -21.6% | +13.4% | -35.0% | -26.4% |
| 3Y | +57.0% | +62.8% | -5.7% | +29.3% |
| All | +57.0% | +64.0% | -6.9% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling