+238.9%
CRM vs ISRG
+391.9%
-153.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.7% |
| 7D | -4.4% | +0.7% | -5.1% | -4.8% |
| 30D | +28.1% | -8.0% | +36.1% | +33.6% |
| 3M | +48.8% | -10.6% | +59.4% | +55.8% |
| 6M | +28.3% | -25.1% | +53.4% | +46.4% |
| YTD | -6.0% | -34.8% | +28.8% | +15.9% |
| 1Y | +1.4% | -19.0% | +20.5% | +9.3% |
| 3Y | +11.8% | +22.1% | -10.2% | -8.9% |
| 5Y | -2.0% | +8.2% | -10.2% | -17.5% |
| All | +238.9% | +391.9% | -153.0% | +31.7% |
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