+22,229.9%
ISRG vs CAG
+142.1%
+22,087.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -2.9% |
| 7D | +4.8% | +5.8% | -1.0% | +3.3% |
| 30D | +9.2% | +16.4% | -7.1% | +4.7% |
| 3M | +21.2% | +3.8% | +17.3% | +19.5% |
| 6M | +0.2% | +10.8% | -10.6% | -3.0% |
| YTD | -20.1% | -5.8% | -14.2% | -19.9% |
| 1Y | -17.3% | -2.4% | -15.0% | -18.1% |
| 3Y | +63.3% | -33.4% | +96.7% | +76.0% |
| 5Y | +24.1% | -39.4% | +63.5% | +36.4% |
| 10Y | +507.0% | -37.5% | +544.4% | +520.0% |
| All | +22,229.9% | +142.1% | +22,087.8% | +15,076.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling