+23.9%
ISRG vs BUD
+50.1%
-26.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.0% |
| 7D | -6.1% | -1.6% | -4.5% | -5.6% |
| 30D | +4.2% | +6.7% | -2.4% | +1.8% |
| 3M | +9.6% | +5.9% | +3.7% | +7.3% |
| 6M | +1.9% | +5.1% | -3.2% | -0.5% |
| YTD | -22.3% | +32.9% | -55.2% | -31.5% |
| 1Y | -23.2% | +31.8% | -55.0% | -32.0% |
| 3Y | +58.5% | +47.4% | +11.1% | +30.4% |
| 5Y | +23.9% | +50.8% | -26.9% | -3.4% |
| All | +23.9% | +50.1% | -26.2% | -3.4% |
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