+69.0%
ISRG vs BURL
+89.8%
-20.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.2% |
| 7D | +4.4% | +3.5% | +0.9% | +3.7% |
| 30D | +15.8% | -9.3% | +25.0% | +18.1% |
| 3M | +24.9% | -32.1% | +57.0% | +35.2% |
| 6M | +3.8% | -19.8% | +23.6% | +8.2% |
| YTD | -17.3% | -13.2% | -4.1% | -15.5% |
| 1Y | -14.6% | -7.8% | -6.8% | -14.3% |
| All | +69.0% | +89.8% | -20.8% | +60.2% |
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