+16.8%
ISRG vs BLDR
-56.4%
+73.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | -5.0% | -2.7% | -2.3% | -4.5% |
| 30D | -10.2% | -14.7% | +4.5% | -7.6% |
| 3M | -17.2% | -20.8% | +3.6% | -14.0% |
| 6M | -28.4% | -35.3% | +6.9% | -23.3% |
| YTD | -37.6% | -40.3% | +2.7% | -32.6% |
| 1Y | -24.4% | -56.3% | +31.8% | -13.7% |
| All | +16.8% | -56.4% | +73.2% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling