-3.0%
ISRG vs CAH
+400.8%
-403.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -3.7% |
| 7D | -5.2% | +0.5% | -5.6% | -5.3% |
| 30D | -7.6% | +1.7% | -9.3% | -8.1% |
| 3M | -16.4% | +17.9% | -34.2% | -20.4% |
| 6M | -28.6% | +10.9% | -39.5% | -30.9% |
| YTD | -38.2% | +17.9% | -56.0% | -41.6% |
| 1Y | -25.5% | +61.7% | -87.2% | -37.2% |
| 3Y | +17.4% | +183.7% | -166.3% | -21.7% |
| 5Y | -3.0% | +401.3% | -404.3% | -52.2% |
| All | -3.0% | +400.8% | -403.7% | -52.2% |
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