-19.9%
ISRG vs BTG
+27.7%
-47.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.3% |
| 7D | -2.5% | -5.5% | +2.9% | -2.0% |
| 30D | -10.2% | +6.1% | -16.3% | -10.8% |
| 3M | -12.5% | +38.6% | -51.2% | -15.8% |
| 6M | -25.8% | +0.7% | -26.5% | -26.7% |
| YTD | -36.4% | +20.3% | -56.7% | -38.1% |
| 1Y | -19.9% | +25.0% | -44.9% | -28.6% |
| All | -19.9% | +27.7% | -47.6% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling