-3.0%
ISRG vs BX
+26.0%
-29.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.8% |
| 7D | -5.2% | -2.0% | -3.2% | -4.3% |
| 30D | -7.6% | -2.3% | -5.3% | -6.6% |
| 3M | -16.4% | +18.5% | -34.9% | -22.3% |
| 6M | -28.6% | +23.7% | -52.3% | -35.3% |
| YTD | -38.2% | -10.4% | -27.8% | -36.1% |
| 1Y | -25.5% | -19.6% | -5.9% | -19.7% |
| 3Y | +17.4% | +30.8% | -13.4% | -1.8% |
| 5Y | -3.0% | +24.3% | -27.3% | -20.8% |
| All | -3.0% | +26.0% | -29.0% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling