+204.9%
CVX vs ISRG
+537.7%
-332.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.7% | -6.8% | +5.1% | +0.1% |
| 30D | -0.8% | +5.1% | -5.9% | -2.5% |
| 3M | +9.4% | +12.0% | -2.6% | +5.4% |
| 6M | +17.5% | +7.0% | +10.5% | +13.5% |
| YTD | +43.8% | -20.6% | +64.5% | +50.8% |
| 1Y | +41.9% | -21.4% | +63.3% | +49.0% |
| 3Y | +69.1% | +62.0% | +7.1% | +32.7% |
| 5Y | +128.3% | +28.1% | +100.1% | +87.9% |
| 10Y | +204.9% | +550.7% | -345.8% | +52.4% |
| All | +204.9% | +537.7% | -332.7% | +52.4% |
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 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