+370.1%
ISRG vs BLDR
+357.1%
+13.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -5.0% | -2.7% | -2.3% | -4.4% |
| 30D | -10.2% | -14.7% | +4.5% | -6.6% |
| 3M | -17.2% | -20.8% | +3.6% | -12.8% |
| 6M | -28.4% | -35.3% | +6.9% | -21.2% |
| YTD | -37.6% | -40.3% | +2.7% | -30.5% |
| 1Y | -24.4% | -56.3% | +31.8% | -9.3% |
| 3Y | +18.4% | -56.1% | +74.6% | +34.6% |
| 5Y | -1.0% | +12.9% | -13.9% | -16.0% |
| 10Y | +370.1% | +386.5% | -16.3% | +166.3% |
| All | +370.1% | +357.1% | +13.0% | +166.3% |
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