+13.1%
ISRG vs BTDR
+23.8%
-10.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.8% | -1.0% |
| 7D | -1.6% | +20.0% | -21.5% | -2.4% |
| 30D | -2.3% | +11.9% | -14.2% | -3.1% |
| 3M | -12.4% | -36.9% | +24.5% | -11.2% |
| 6M | -26.8% | +56.5% | -83.3% | -29.4% |
| YTD | -35.3% | +10.4% | -45.7% | -36.8% |
| 1Y | -19.3% | +3.1% | -22.4% | -22.2% |
| 3Y | +18.1% | -2.6% | +20.7% | +8.6% |
| 5Y | +2.6% | +25.2% | -22.5% | -6.4% |
| All | +13.1% | +23.8% | -10.7% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling