+11.2%
ISRG vs BTDR
+15.3%
-4.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.3% |
| 7D | -2.5% | -3.2% | +0.7% | -2.4% |
| 30D | -10.2% | +32.7% | -42.8% | -11.5% |
| 3M | -12.5% | -28.4% | +15.9% | -11.8% |
| 6M | -25.8% | +51.7% | -77.5% | -28.4% |
| YTD | -36.4% | +2.9% | -39.2% | -37.7% |
| 1Y | -19.9% | -15.5% | -4.4% | -21.9% |
| 3Y | +20.9% | 0.0% | +20.9% | +11.4% |
| 5Y | +5.7% | +16.5% | -10.8% | -3.4% |
| All | +11.2% | +15.3% | -4.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTDR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling