+370.1%
ISRG vs BTG
+147.2%
+222.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | -5.0% | +2.4% | -7.4% | -5.3% |
| 30D | -10.2% | +9.5% | -19.7% | -11.2% |
| 3M | -17.2% | +38.5% | -55.7% | -20.4% |
| 6M | -28.4% | +5.6% | -34.1% | -29.5% |
| YTD | -37.6% | +23.9% | -61.6% | -39.9% |
| 1Y | -24.4% | +32.1% | -56.6% | -28.0% |
| 3Y | +18.4% | +103.2% | -84.7% | +5.9% |
| 5Y | -1.0% | +79.7% | -80.7% | -11.0% |
| 10Y | +370.1% | +159.1% | +211.0% | +323.7% |
| All | +370.1% | +147.2% | +222.9% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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