+533.8%
ISRG vs BLDR
+473.7%
+60.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.4% | -1.2% |
| 7D | -6.1% | -8.2% | +2.1% | -4.1% |
| 30D | +4.2% | +16.3% | -12.0% | -0.1% |
| 3M | +9.6% | -17.0% | +26.6% | +14.2% |
| 6M | +1.9% | -17.4% | +19.3% | +5.3% |
| YTD | -22.3% | -41.6% | +19.2% | -13.4% |
| 1Y | -23.2% | -43.5% | +20.4% | -13.8% |
| 3Y | +58.5% | -51.6% | +110.2% | +74.8% |
| 5Y | +23.9% | -11.6% | +35.5% | +11.0% |
| All | +533.8% | +473.7% | +60.2% | +228.3% |
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