+712.5%
CAT vs ISRG
+524.5%
+188.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.7% |
| 7D | -2.4% | +5.4% | -7.8% | -4.3% |
| 30D | -25.0% | +8.6% | -33.6% | -27.3% |
| 3M | -28.7% | +21.6% | -50.3% | -33.6% |
| 6M | -33.0% | +2.3% | -35.3% | -34.9% |
| YTD | +5.4% | -18.7% | +24.1% | +10.7% |
| 1Y | +7.3% | -17.8% | +25.0% | +12.1% |
| 3Y | +166.0% | +69.1% | +97.0% | +105.2% |
| 5Y | +210.1% | +26.5% | +183.6% | +158.2% |
| 10Y | +712.5% | +536.3% | +176.3% | +284.0% |
| All | +712.5% | +524.5% | +188.0% | +284.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling