-21.6%
ISRG vs BTI
+18.0%
-39.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -2.0% | +1.6% | -3.7% | -2.3% |
| 30D | +5.6% | +9.2% | -3.7% | +4.2% |
| 3M | +10.5% | +9.6% | +0.9% | +8.9% |
| 6M | +2.6% | -2.4% | +5.1% | +2.3% |
| YTD | -21.7% | +14.2% | -35.9% | -21.2% |
| 1Y | -21.6% | +20.3% | -41.9% | -21.8% |
| All | -21.6% | +18.0% | -39.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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