+8.9%
CAT vs ISRG
-11.6%
+20.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.4% | -14.6% | -4.5% |
| 7D | -17.1% | +8.5% | -25.6% | -16.4% |
| 30D | -30.1% | +18.6% | -48.7% | -29.4% |
| 3M | -32.4% | +30.9% | -63.3% | -31.6% |
| 6M | -32.1% | +6.6% | -38.7% | -29.4% |
| YTD | +4.1% | -14.9% | +19.0% | +11.9% |
| 1Y | +8.9% | -10.5% | +19.4% | +14.9% |
| All | +8.9% | -11.6% | +20.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 1y: compounded portfolio wealth divided by compounded ISRG 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…
1y analysis · Full analysis span regression · 6 months rolling