+17.4%
ISRG vs CAH
+184.7%
-167.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -3.9% |
| 7D | -5.2% | +0.5% | -5.6% | -5.2% |
| 30D | -7.6% | +1.7% | -9.3% | -7.9% |
| 3M | -16.4% | +17.9% | -34.2% | -19.2% |
| 6M | -28.6% | +10.9% | -39.5% | -30.2% |
| YTD | -38.2% | +17.9% | -56.0% | -40.5% |
| 1Y | -25.5% | +61.7% | -87.2% | -34.2% |
| 3Y | +17.4% | +183.7% | -166.3% | -11.7% |
| All | +17.4% | +184.7% | -167.3% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling