+2,802.4%
ISRG vs BX
+815.3%
+1,987.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | +5.6% | +14.2% | -8.7% | +0.9% |
| 3M | +10.5% | -18.7% | +29.3% | +18.4% |
| 6M | +2.6% | +2.5% | +0.1% | +1.2% |
| YTD | -21.7% | -18.8% | -2.9% | -17.1% |
| 1Y | -21.6% | -10.3% | -11.3% | -19.8% |
| 3Y | +57.0% | +35.4% | +21.6% | +36.8% |
| 5Y | +25.0% | +0.3% | +24.7% | +16.6% |
| 10Y | +542.1% | +668.4% | -126.3% | +217.3% |
| All | +2,802.4% | +815.3% | +1,987.2% | +716.4% |
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