+2.0%
ISRG vs CAG
-40.1%
+42.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -1.6% | -3.8% | +2.2% | -1.2% |
| 30D | -2.3% | +3.1% | -5.4% | -2.6% |
| 3M | -12.4% | +23.5% | -35.9% | -14.1% |
| 6M | -26.8% | -14.8% | -12.0% | -26.2% |
| YTD | -35.3% | -5.4% | -29.8% | -35.5% |
| 1Y | -19.3% | -11.8% | -7.5% | -19.0% |
| 3Y | +18.1% | -36.7% | +54.8% | +21.4% |
| All | +2.0% | -40.1% | +42.1% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling