-3.0%
ISRG vs BTI
+115.0%
-117.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -5.2% | -1.4% | -3.8% | -4.9% |
| 30D | -7.6% | -7.0% | -0.5% | -6.1% |
| 3M | -16.4% | -6.3% | -10.0% | -15.3% |
| 6M | -28.6% | -2.0% | -26.6% | -28.5% |
| YTD | -38.2% | +0.2% | -38.4% | -38.6% |
| 1Y | -25.5% | +3.8% | -29.3% | -26.7% |
| 3Y | +17.4% | +112.1% | -94.7% | -6.4% |
| 5Y | -3.0% | +113.6% | -116.6% | -23.2% |
| All | -3.0% | +115.0% | -117.9% | -23.2% |
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