+386.2%
ISRG vs BX
+673.1%
-286.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.3% |
| 7D | +0.7% | -5.6% | +6.3% | +3.3% |
| 30D | -8.0% | -12.2% | +4.2% | -2.4% |
| 3M | -10.6% | +7.4% | -18.0% | -13.8% |
| 6M | -25.1% | +22.2% | -47.3% | -32.5% |
| YTD | -34.8% | -14.0% | -20.8% | -31.3% |
| 1Y | -19.0% | -27.3% | +8.3% | -8.1% |
| 3Y | +22.1% | +24.5% | -2.5% | +2.6% |
| 5Y | +8.2% | +18.9% | -10.7% | -12.2% |
| All | +386.2% | +673.1% | -286.9% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling