+63.3%
ISRG vs BLDR
-50.4%
+113.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.2% | -2.5% |
| 7D | +4.8% | -3.7% | +8.5% | +5.5% |
| 30D | +9.2% | +16.8% | -7.6% | +6.2% |
| 3M | +21.2% | -13.7% | +34.9% | +23.8% |
| 6M | +0.2% | -21.9% | +22.1% | +3.6% |
| YTD | -20.1% | -39.2% | +19.2% | -14.7% |
| 1Y | -17.3% | -42.6% | +25.3% | -11.1% |
| 3Y | +63.3% | -50.2% | +113.5% | +67.0% |
| All | +63.3% | -50.4% | +113.7% | +67.0% |
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