-3.0%
ISRG vs BIDU
-44.5%
+41.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.0% | +2.4% | -3.4% |
| 7D | -5.2% | -2.4% | -2.7% | -4.8% |
| 30D | -7.6% | -15.6% | +8.1% | -5.3% |
| 3M | -16.4% | -22.3% | +5.9% | -13.3% |
| 6M | -28.6% | -22.3% | -6.3% | -26.4% |
| YTD | -38.2% | -29.2% | -9.0% | -35.7% |
| 1Y | -25.5% | -14.8% | -10.7% | -25.5% |
| 3Y | +17.4% | -31.8% | +49.2% | +19.3% |
| 5Y | -3.0% | -43.1% | +40.1% | -3.1% |
| All | -3.0% | -44.5% | +41.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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