+674.0%
CAT vs ISRG
+521.1%
+152.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.7% |
| 7D | -6.3% | +2.1% | -8.4% | -7.2% |
| 30D | -26.8% | +6.2% | -32.9% | -28.5% |
| 3M | -30.0% | +14.4% | -44.4% | -33.5% |
| 6M | -34.6% | 0.0% | -34.6% | -36.0% |
| YTD | +2.9% | -20.5% | +23.4% | +8.8% |
| 1Y | +3.3% | -21.9% | +25.2% | +9.8% |
| 3Y | +153.7% | +62.2% | +91.5% | +98.3% |
| 5Y | +207.3% | +25.2% | +182.1% | +156.0% |
| 10Y | +674.0% | +537.3% | +136.7% | +258.0% |
| All | +674.0% | +521.1% | +152.9% | +258.0% |
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