-3.0%
ISRG vs BTG
+72.2%
-75.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.7% | -4.1% |
| 7D | -5.2% | +4.8% | -10.0% | -5.8% |
| 30D | -7.6% | +8.3% | -15.9% | -8.8% |
| 3M | -16.4% | +32.3% | -48.7% | -20.4% |
| 6M | -28.6% | +3.0% | -31.5% | -29.8% |
| YTD | -38.2% | +21.9% | -60.1% | -41.3% |
| 1Y | -25.5% | +28.2% | -53.7% | -30.6% |
| 3Y | +17.4% | +99.9% | -82.5% | -2.5% |
| 5Y | -3.0% | +73.6% | -76.5% | -18.5% |
| All | -3.0% | +72.2% | -75.2% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling