+23.9%
ISRG vs BWA
+26.5%
-2.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.0% | -4.0% |
| 7D | +4.8% | -5.5% | +10.3% | +6.2% |
| 30D | +9.2% | -21.7% | +31.0% | +16.0% |
| 3M | +21.2% | -25.6% | +46.8% | +30.0% |
| 6M | +0.2% | -17.4% | +17.7% | +3.3% |
| YTD | -20.1% | +9.2% | -29.2% | -25.8% |
| 1Y | -17.3% | +9.7% | -27.1% | -23.5% |
| 3Y | +63.3% | +54.6% | +8.7% | +28.9% |
| All | +23.9% | +26.5% | -2.5% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling