+1,111.7%
CVX vs ISRG
+22,769.2%
-21,657.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -7.5% | +5.4% | -12.9% | -8.3% |
| 30D | -0.6% | +8.6% | -9.2% | -1.9% |
| 3M | +14.0% | +21.6% | -7.6% | +10.4% |
| 6M | +18.1% | +2.3% | +15.8% | +16.7% |
| YTD | +42.2% | -18.7% | +60.8% | +44.8% |
| 1Y | +41.3% | -17.8% | +59.1% | +43.6% |
| 3Y | +68.3% | +69.1% | -0.7% | +51.4% |
| 5Y | +122.0% | +26.5% | +95.6% | +104.8% |
| 10Y | +198.6% | +536.3% | -337.7% | +120.6% |
| All | +1,111.7% | +22,769.2% | -21,657.5% | +553.9% |
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