+57.0%
ISRG vs BTG
+82.1%
-25.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -2.0% | -9.1% | +7.0% | -1.0% |
| 30D | +5.6% | -1.6% | +7.2% | +5.6% |
| 3M | +10.5% | -2.8% | +13.4% | +10.4% |
| 6M | +2.6% | -7.6% | +10.2% | +2.5% |
| YTD | -21.7% | +10.2% | -31.9% | -23.8% |
| 1Y | -21.6% | +21.3% | -42.8% | -24.5% |
| 3Y | +57.0% | +82.7% | -25.7% | +43.9% |
| All | +57.0% | +82.1% | -25.0% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling