+9.0%
ISRG vs BTDR
+23.3%
-14.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.0% |
| 7D | -5.0% | +14.8% | -19.8% | -5.6% |
| 30D | -10.2% | +41.8% | -52.0% | -11.8% |
| 3M | -17.2% | -29.2% | +12.0% | -16.4% |
| 6M | -28.4% | +66.2% | -94.6% | -31.2% |
| YTD | -37.6% | +10.0% | -47.6% | -39.1% |
| 1Y | -24.4% | -11.0% | -13.5% | -26.5% |
| 3Y | +18.4% | +6.9% | +11.5% | +8.8% |
| 5Y | -1.0% | +24.7% | -25.6% | -9.7% |
| All | +9.0% | +23.3% | -14.3% | -0.7% |
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