+214.2%
CAT vs ISRG
+24.4%
+189.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.0% |
| 7D | +9.3% | -6.1% | +15.4% | +10.6% |
| 30D | -21.5% | +4.2% | -25.7% | -22.3% |
| 3M | -29.1% | +9.6% | -38.7% | -30.7% |
| 6M | -33.4% | +1.9% | -35.2% | -34.2% |
| YTD | +6.6% | -22.3% | +28.9% | +12.0% |
| 1Y | +6.5% | -23.2% | +29.7% | +12.2% |
| 3Y | +162.7% | +58.5% | +104.2% | +126.6% |
| 5Y | +214.2% | +23.9% | +190.3% | +169.6% |
| All | +214.2% | +24.4% | +189.8% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling