+183.3%
CAT vs ISRG
+23.7%
+159.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.5% |
| 7D | -10.3% | +4.8% | -15.1% | -11.2% |
| 30D | -31.2% | +9.2% | -40.4% | -32.5% |
| 3M | -34.7% | +21.2% | -55.8% | -37.4% |
| 6M | -39.5% | +0.2% | -39.7% | -40.0% |
| YTD | -1.7% | -20.1% | +18.4% | +2.8% |
| 1Y | -1.1% | -17.3% | +16.2% | +2.4% |
| 3Y | +143.9% | +63.3% | +80.5% | +109.2% |
| All | +183.3% | +23.7% | +159.6% | +143.5% |
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