+36.8%
ISRG vs BTDR
-44.0%
+80.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.5% | +1.2% |
| 7D | -2.0% | -6.9% | +4.9% | -1.8% |
| 30D | +5.6% | -31.5% | +37.1% | +6.9% |
| 3M | +10.5% | -36.1% | +46.6% | +11.9% |
| 6M | +2.6% | -57.6% | +60.3% | +4.9% |
| YTD | -21.7% | -50.0% | +28.4% | -21.2% |
| 1Y | -21.6% | -49.6% | +28.0% | -21.3% |
| 3Y | +57.0% | +48.5% | +8.5% | +47.3% |
| 5Y | +25.0% | -43.8% | +68.8% | +17.1% |
| All | +36.8% | -44.0% | +80.8% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling