+2,299.3%
ISRG vs BX
+927.0%
+1,372.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.6% | -4.4% | +2.8% | -0.1% |
| 30D | -2.3% | +0.1% | -2.4% | -2.3% |
| 3M | -12.4% | +16.0% | -28.5% | -16.9% |
| 6M | -26.8% | +21.6% | -48.4% | -32.0% |
| YTD | -35.3% | -8.9% | -26.4% | -33.9% |
| 1Y | -19.3% | -16.6% | -2.7% | -15.6% |
| 3Y | +18.1% | +43.3% | -25.2% | +0.8% |
| 5Y | +2.6% | +25.7% | -23.1% | -11.2% |
| 10Y | +379.4% | +689.5% | -310.1% | +133.7% |
| All | +2,299.3% | +927.0% | +1,372.3% | +550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling