+2.0%
ISRG vs BUD
+46.3%
-44.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -2.3% | -5.7% | +3.4% | -0.4% |
| 3M | -12.4% | +3.1% | -15.6% | -13.6% |
| 6M | -26.8% | +7.9% | -34.7% | -29.3% |
| YTD | -35.3% | +27.3% | -62.6% | -41.7% |
| 1Y | -19.3% | +37.8% | -57.1% | -29.8% |
| 3Y | +18.1% | +49.8% | -31.7% | -3.5% |
| All | +2.0% | +46.3% | -44.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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