+1,923.5%
ISRG vs BUD
+201.1%
+1,722.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | -12.4% | +3.1% | -15.6% | -13.7% |
| 6M | -26.8% | +7.9% | -34.7% | -29.5% |
| YTD | -35.3% | +27.3% | -62.6% | -41.8% |
| 1Y | -19.3% | +37.8% | -57.1% | -29.9% |
| 3Y | +18.1% | +49.8% | -31.7% | -2.7% |
| 5Y | +2.6% | +43.8% | -41.2% | -15.0% |
| 10Y | +379.4% | -22.6% | +402.1% | +375.6% |
| All | +1,923.5% | +201.1% | +1,722.4% | +831.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling