+20.0%
ISRG vs BTSG
+505.2%
-485.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -6.8% | +4.0% | -10.8% | -7.3% |
| 30D | +5.1% | +15.3% | -10.1% | +3.0% |
| 3M | +12.0% | +25.4% | -13.4% | +8.1% |
| 6M | +7.0% | +31.9% | -24.9% | +0.8% |
| YTD | -20.6% | +93.9% | -114.5% | -31.1% |
| 1Y | -21.4% | +114.2% | -135.6% | -33.2% |
| All | +20.0% | +505.2% | -485.2% | -13.7% |
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