+221.9%
CVX vs ISRG
+364.0%
-142.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +1.0% | -5.0% | +6.0% | +2.4% |
| 30D | +10.7% | -10.2% | +20.9% | +13.8% |
| 3M | +15.5% | -17.2% | +32.7% | +20.4% |
| 6M | +14.9% | -28.4% | +43.3% | +24.3% |
| YTD | +44.2% | -37.6% | +81.8% | +62.2% |
| 1Y | +43.5% | -24.4% | +68.0% | +50.8% |
| 3Y | +45.0% | +18.4% | +26.5% | +25.2% |
| 5Y | +172.2% | -1.0% | +173.1% | +141.9% |
| 10Y | +221.9% | +370.1% | -148.2% | +65.5% |
| All | +221.9% | +364.0% | -142.1% | +65.5% |
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