+17,983.8%
ISRG vs BWA
+2,123.5%
+15,860.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.8% |
| 7D | -1.6% | +5.7% | -7.2% | -3.5% |
| 30D | -2.3% | +1.4% | -3.7% | -2.9% |
| 3M | -12.4% | -12.1% | -0.4% | -9.1% |
| 6M | -26.8% | +28.6% | -55.4% | -34.3% |
| YTD | -35.3% | +51.1% | -86.3% | -46.1% |
| 1Y | -19.3% | +55.9% | -75.2% | -33.8% |
| 3Y | +18.1% | +70.1% | -52.0% | -9.3% |
| 5Y | +2.6% | +90.7% | -88.0% | -26.3% |
| 10Y | +379.4% | +154.0% | +225.5% | +184.4% |
| All | +17,983.8% | +2,123.5% | +15,860.3% | +3,603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling