+4,658.2%
ISRG vs BIDU
+1,407.1%
+3,251.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.8% |
| 7D | -1.6% | +2.4% | -4.0% | -2.2% |
| 30D | -2.3% | -10.5% | +8.2% | -0.1% |
| 3M | -12.4% | -26.2% | +13.8% | -6.8% |
| 6M | -26.8% | -16.4% | -10.4% | -24.8% |
| YTD | -35.3% | -23.9% | -11.4% | -32.5% |
| 1Y | -19.3% | +1.3% | -20.6% | -22.2% |
| 3Y | +18.1% | -32.1% | +50.2% | +20.7% |
| 5Y | +2.6% | -39.0% | +41.6% | +0.1% |
| 10Y | +379.4% | -44.0% | +423.5% | +340.8% |
| All | +4,658.2% | +1,407.1% | +3,251.1% | +1,718.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling