+69.1%
ISRG vs CAG
-34.3%
+103.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +5.4% | +4.6% | +0.8% | +5.2% |
| 30D | +8.6% | +14.7% | -6.0% | +8.4% |
| 3M | +21.6% | +2.4% | +19.2% | +21.3% |
| 6M | +2.3% | +10.7% | -8.4% | +2.1% |
| YTD | -18.7% | -5.5% | -13.2% | -19.9% |
| 1Y | -17.8% | -4.6% | -13.2% | -18.9% |
| 3Y | +69.1% | -34.4% | +103.5% | +63.9% |
| All | +69.1% | -34.3% | +103.4% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling