+1,098.7%
ISRG vs BTG
+392.0%
+706.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | -2.3% | +36.8% | -39.1% | -4.3% |
| 3M | -12.4% | +23.1% | -35.5% | -13.8% |
| 6M | -26.8% | +3.5% | -30.3% | -27.4% |
| YTD | -35.3% | +25.5% | -60.7% | -36.6% |
| 1Y | -19.3% | +40.1% | -59.4% | -21.7% |
| 3Y | +18.1% | +101.1% | -83.0% | +11.2% |
| 5Y | +2.6% | +70.6% | -67.9% | -3.0% |
| 10Y | +379.4% | +152.1% | +227.3% | +340.4% |
| All | +1,098.7% | +392.0% | +706.7% | +803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling