+22.9%
ISRG vs BTSG
+476.3%
-453.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.3% |
| 7D | +5.4% | +4.4% | +1.1% | +4.8% |
| 30D | +8.6% | +8.5% | +0.1% | +7.3% |
| 3M | +21.6% | +10.8% | +10.8% | +19.5% |
| 6M | +2.3% | +26.1% | -23.8% | -3.1% |
| YTD | -18.7% | +84.6% | -103.3% | -29.0% |
| 1Y | -17.8% | +108.7% | -126.4% | -29.9% |
| All | +22.9% | +476.3% | -453.4% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling