-19.0%
ISRG vs BX
-25.1%
+6.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.7% |
| 7D | +0.7% | -5.6% | +6.3% | +2.4% |
| 30D | -8.0% | -12.2% | +4.2% | -4.3% |
| 3M | -10.6% | +7.4% | -18.0% | -11.9% |
| 6M | -25.1% | +22.2% | -47.3% | -28.1% |
| YTD | -34.8% | -14.0% | -20.8% | -33.6% |
| 1Y | -19.0% | -27.3% | +8.3% | -17.5% |
| All | -19.0% | -25.1% | +6.1% | -17.5% |
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