+2.0%
ISRG vs BWA
+91.4%
-89.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.6% |
| 7D | -1.6% | +5.7% | -7.2% | -3.0% |
| 30D | -2.3% | +1.4% | -3.7% | -2.7% |
| 3M | -12.4% | -12.1% | -0.4% | -9.9% |
| 6M | -26.8% | +28.6% | -55.4% | -32.7% |
| YTD | -35.3% | +51.1% | -86.3% | -44.2% |
| 1Y | -19.3% | +55.9% | -75.2% | -31.4% |
| 3Y | +18.1% | +70.1% | -52.0% | -5.2% |
| All | +2.0% | +91.4% | -89.3% | -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 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