+28.1%
ISRG vs CAH
+512.9%
-484.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -6.8% | +5.9% | -12.7% | -8.4% |
| 30D | +5.1% | +16.5% | -11.4% | +0.3% |
| 3M | +12.0% | +15.7% | -3.7% | +7.0% |
| 6M | +7.0% | +52.7% | -45.7% | -6.0% |
| YTD | -20.6% | +36.3% | -56.9% | -28.4% |
| 1Y | -21.4% | +36.7% | -58.2% | -29.2% |
| 3Y | +62.0% | +178.2% | -116.2% | +10.3% |
| 5Y | +28.1% | +515.8% | -487.6% | -43.6% |
| All | +28.1% | +512.9% | -484.8% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling