-19.0%
ISRG vs BTDR
-13.8%
-5.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.4% |
| 7D | +0.7% | -3.4% | +4.1% | +0.7% |
| 30D | -8.0% | +32.6% | -40.6% | -8.3% |
| 3M | -10.6% | -32.2% | +21.6% | -10.2% |
| 6M | -25.1% | +52.4% | -77.5% | -25.8% |
| YTD | -34.8% | +6.7% | -41.5% | -35.4% |
| 1Y | -19.0% | -15.2% | -3.8% | -21.9% |
| All | -19.0% | -13.8% | -5.2% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling