-10.0%
CRM vs ISRG
-11.6%
+1.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | -0.6% |
| 7D | -6.2% | +8.5% | -14.7% | -8.6% |
| 30D | -1.2% | +18.6% | -19.8% | -6.3% |
| 3M | +19.1% | +30.9% | -11.8% | +9.1% |
| 6M | +23.0% | +6.6% | +16.4% | +19.4% |
| YTD | -13.7% | -14.9% | +1.2% | -6.8% |
| 1Y | -10.0% | -10.5% | +0.5% | -2.8% |
| All | -10.0% | -11.6% | +1.6% | -2.8% |
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