+1,369.7%
CRWD vs ISRG
+117.5%
+1,252.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -1.5% |
| 30D | +1.5% | -2.3% | +3.8% | +2.8% |
| 3M | +18.5% | -12.4% | +31.0% | +25.1% |
| 6M | +109.1% | -26.8% | +135.9% | +144.1% |
| YTD | +81.8% | -35.3% | +117.1% | +129.3% |
| 1Y | +106.7% | -19.3% | +126.0% | +123.5% |
| 3Y | +428.7% | +18.1% | +410.6% | +336.9% |
| 5Y | +206.4% | +2.6% | +203.7% | +163.9% |
| All | +1,369.7% | +117.5% | +1,252.1% | +620.0% |
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