+19.2%
ISRG vs BURL
+63.9%
-44.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -1.4% |
| 7D | -1.6% | -2.8% | +1.2% | -1.1% |
| 30D | -2.3% | -28.2% | +25.9% | +4.7% |
| 3M | -12.4% | -17.6% | +5.1% | -8.9% |
| 6M | -26.8% | -11.8% | -15.1% | -25.3% |
| YTD | -35.3% | -8.1% | -27.1% | -34.5% |
| 1Y | -19.3% | -12.0% | -7.4% | -18.1% |
| All | +19.2% | +63.9% | -44.7% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling