+23.4%
ISRG vs CAG
-36.4%
+59.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -1.6% | -3.8% | +2.2% | -1.5% |
| 30D | -2.3% | +3.1% | -5.4% | -2.3% |
| 3M | -12.4% | +23.5% | -35.9% | -12.0% |
| 6M | -26.8% | -14.8% | -12.0% | -28.1% |
| YTD | -35.3% | -5.4% | -29.8% | -36.0% |
| 1Y | -19.3% | -11.8% | -7.5% | -20.5% |
| All | +23.4% | -36.4% | +59.7% | +13.2% |
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