+500.7%
ISRG vs BURL
+252.7%
+248.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | +4.8% | +4.1% | +0.7% | +3.8% |
| 30D | +9.2% | -9.5% | +18.7% | +12.2% |
| 3M | +21.2% | -33.5% | +54.7% | +34.6% |
| 6M | +0.2% | -22.1% | +22.3% | +6.2% |
| YTD | -20.1% | -14.6% | -5.5% | -17.7% |
| 1Y | -17.3% | -8.4% | -9.0% | -17.0% |
| 3Y | +63.3% | +86.6% | -23.2% | +29.7% |
| 5Y | +24.1% | -17.2% | +41.2% | +19.0% |
| All | +500.7% | +252.7% | +248.0% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling