+122.5%
CRWV vs ISRG
-26.9%
+149.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.9% |
| 30D | -17.4% | -8.0% | -9.4% | -15.1% |
| 3M | -7.1% | -10.6% | +3.5% | -4.4% |
| 6M | +8.6% | -25.1% | +33.7% | +21.8% |
| YTD | +24.3% | -34.8% | +59.1% | +49.2% |
| 1Y | -21.0% | -19.0% | -2.0% | -16.8% |
| All | +122.5% | -26.9% | +149.4% | +143.4% |
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