+5,676.4%
CRM vs ISRG
+17,464.4%
-11,788.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -5.0% | -5.0% | 0.0% | -3.1% |
| 30D | +23.6% | -10.2% | +33.8% | +28.5% |
| 3M | +39.6% | -17.2% | +56.8% | +48.6% |
| 6M | +23.4% | -28.4% | +51.9% | +38.0% |
| YTD | -7.4% | -37.6% | +30.3% | +9.1% |
| 1Y | -2.3% | -24.4% | +22.1% | +6.1% |
| 3Y | +10.5% | +18.4% | -7.9% | -0.3% |
| 5Y | -4.7% | -1.0% | -3.8% | -9.7% |
| 10Y | +234.7% | +370.1% | -135.4% | +88.7% |
| All | +5,676.4% | +17,464.4% | -11,788.0% | +1,191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling