-10.5%
ISRG vs BX
-8.3%
-2.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.2% | +3.1% | +7.2% |
| 7D | +8.5% | +8.3% | +0.2% | +5.7% |
| 30D | +18.6% | +13.5% | +5.1% | +13.6% |
| 3M | +30.9% | -7.6% | +38.5% | +33.9% |
| 6M | +6.6% | +4.0% | +2.5% | +5.2% |
| YTD | -14.9% | -15.2% | +0.3% | -13.1% |
| 1Y | -10.5% | -8.5% | -2.1% | -10.4% |
| All | -10.5% | -8.3% | -2.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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