+23.9%
ISRG vs BTI
+155.8%
-131.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.5% |
| 7D | +4.8% | -1.0% | +5.8% | +5.1% |
| 30D | +9.2% | +13.0% | -3.7% | +6.2% |
| 3M | +21.2% | +5.3% | +15.8% | +19.6% |
| 6M | +0.2% | +5.3% | -5.1% | -1.2% |
| YTD | -20.1% | +12.4% | -32.4% | -22.7% |
| 1Y | -17.3% | +18.9% | -36.3% | -21.3% |
| 3Y | +63.3% | +144.0% | -80.7% | +23.9% |
| All | +23.9% | +155.8% | -131.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling