+2,398.6%
ISRG vs BUD
+214.6%
+2,184.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.8% |
| 7D | +4.8% | +4.5% | +0.4% | +3.1% |
| 30D | +9.2% | +12.5% | -3.3% | +4.4% |
| 3M | +21.2% | 0.0% | +21.2% | +20.9% |
| 6M | +0.2% | +3.8% | -3.6% | -1.8% |
| YTD | -20.1% | +33.1% | -53.1% | -29.4% |
| 1Y | -17.3% | +35.5% | -52.8% | -27.6% |
| 3Y | +63.3% | +49.4% | +13.9% | +34.9% |
| 5Y | +24.1% | +48.0% | -24.0% | +1.8% |
| 10Y | +507.0% | -8.6% | +515.5% | +462.0% |
| All | +2,398.6% | +214.6% | +2,184.0% | +1,029.1% |
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