-3.0%
ISRG vs BTDR
+28.1%
-31.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.9% | -4.6% |
| 7D | -5.2% | +22.4% | -27.6% | -6.1% |
| 30D | -7.6% | +16.5% | -24.0% | -8.5% |
| 3M | -16.4% | -31.5% | +15.1% | -15.4% |
| 6M | -28.6% | +74.0% | -102.6% | -31.5% |
| YTD | -38.2% | +13.0% | -51.2% | -39.7% |
| 1Y | -25.5% | -0.2% | -25.3% | -28.0% |
| 3Y | +17.4% | +9.9% | +7.5% | +7.7% |
| 5Y | -3.0% | +28.1% | -31.1% | -12.4% |
| All | -3.0% | +28.1% | -31.1% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling