+1,099.1%
CVX vs ISRG
+18,108.6%
-17,009.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | +3.3% | -1.6% | +4.9% | +3.6% |
| 30D | +12.9% | -2.3% | +15.1% | +13.2% |
| 3M | +11.7% | -12.4% | +24.2% | +13.3% |
| 6M | +14.1% | -26.8% | +41.0% | +18.5% |
| YTD | +40.7% | -35.3% | +75.9% | +48.5% |
| 1Y | +37.5% | -19.3% | +56.8% | +40.0% |
| 3Y | +43.9% | +18.1% | +25.8% | +36.7% |
| 5Y | +161.5% | +2.6% | +158.8% | +149.1% |
| 10Y | +215.1% | +379.4% | -164.3% | +142.8% |
| All | +1,099.1% | +18,108.6% | -17,009.4% | +570.8% |
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