+17.4%
ISRG vs BTSG
+495.4%
-478.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -6.1% | +8.5% | -14.6% | -7.1% |
| 30D | +4.2% | +14.0% | -9.8% | +2.3% |
| 3M | +9.6% | +19.7% | -10.1% | +6.5% |
| 6M | +1.9% | +28.7% | -26.9% | -3.7% |
| YTD | -22.3% | +90.8% | -113.1% | -32.5% |
| 1Y | -23.2% | +112.4% | -135.6% | -34.6% |
| All | +17.4% | +495.4% | -478.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling