+57.0%
ISRG vs BX
+35.3%
+21.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | +5.6% | +14.2% | -8.7% | +0.3% |
| 3M | +10.5% | -18.7% | +29.3% | +19.5% |
| 6M | +2.6% | +2.5% | +0.1% | +1.2% |
| YTD | -21.7% | -18.8% | -2.9% | -16.1% |
| 1Y | -21.6% | -10.3% | -11.3% | -19.5% |
| 3Y | +57.0% | +35.4% | +21.6% | +41.0% |
| All | +57.0% | +35.3% | +21.7% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling