+66.0%
ISRG vs BTDR
+85.7%
-19.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.9% | -8.2% | +1.2% |
| 7D | +5.4% | +7.1% | -1.7% | +4.8% |
| 30D | +8.6% | -31.4% | +40.0% | +10.5% |
| 3M | +21.6% | -39.2% | +60.8% | +23.8% |
| 6M | +2.3% | -50.9% | +53.3% | +4.4% |
| YTD | -18.7% | -41.0% | +22.4% | -18.8% |
| 1Y | -17.8% | -69.9% | +52.2% | -14.8% |
| All | +66.0% | +85.7% | -19.7% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling