+166.0%
CVX vs ISRG
-2.6%
+168.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.0% |
| 7D | -0.6% | -5.2% | +4.6% | -0.1% |
| 30D | +13.4% | -7.6% | +21.0% | +14.2% |
| 3M | +11.8% | -16.4% | +28.2% | +13.5% |
| 6M | +12.4% | -28.6% | +41.0% | +16.0% |
| YTD | +41.5% | -38.2% | +79.7% | +48.6% |
| 1Y | +41.6% | -25.5% | +67.1% | +44.4% |
| 3Y | +42.2% | +17.4% | +24.8% | +34.1% |
| 5Y | +166.0% | -3.0% | +168.9% | +146.4% |
| All | +166.0% | -2.6% | +168.5% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling