+370.1%
ISRG vs CAH
+295.7%
+74.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -5.0% | -2.2% | -2.8% | -4.3% |
| 30D | -10.2% | +1.2% | -11.4% | -10.6% |
| 3M | -17.2% | +13.1% | -30.3% | -20.4% |
| 6M | -28.4% | +8.5% | -36.9% | -30.5% |
| YTD | -37.6% | +17.6% | -55.2% | -41.2% |
| 1Y | -24.4% | +60.7% | -85.1% | -36.3% |
| 3Y | +18.4% | +183.2% | -164.7% | -18.8% |
| 5Y | -1.0% | +402.2% | -403.2% | -44.9% |
| 10Y | +370.1% | +302.3% | +67.8% | +160.4% |
| All | +370.1% | +295.7% | +74.4% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling