+214.5%
CVX vs ISRG
+542.9%
-328.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +3.4% | -2.0% | +5.5% | +4.0% |
| 30D | -1.0% | +5.6% | -6.5% | -2.8% |
| 3M | +12.2% | +10.5% | +1.6% | +8.4% |
| 6M | +20.3% | +2.6% | +17.7% | +17.6% |
| YTD | +48.3% | -21.7% | +70.0% | +56.0% |
| 1Y | +46.9% | -21.6% | +68.5% | +54.2% |
| 3Y | +73.1% | +57.0% | +16.1% | +37.2% |
| 5Y | +135.2% | +25.0% | +110.2% | +95.3% |
| All | +214.5% | +542.9% | -328.4% | +57.7% |
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