+536.3%
ISRG vs BLDR
+602.6%
-66.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.3% |
| 7D | +5.4% | -2.7% | +8.2% | +6.1% |
| 30D | +8.6% | +24.8% | -16.2% | +2.3% |
| 3M | +21.6% | -11.7% | +33.3% | +24.5% |
| 6M | +2.3% | -14.8% | +17.1% | +5.0% |
| YTD | -18.7% | -35.9% | +17.2% | -11.4% |
| 1Y | -17.8% | -39.7% | +22.0% | -9.3% |
| 3Y | +69.1% | -45.6% | +114.6% | +80.7% |
| 5Y | +26.5% | -2.5% | +29.0% | +10.6% |
| 10Y | +536.3% | +597.4% | -61.1% | +235.1% |
| All | +536.3% | +602.6% | -66.3% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling