+17,983.8%
ISRG vs CAH
+1,110.6%
+16,873.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -1.6% | +5.4% | -7.0% | -3.6% |
| 30D | -2.3% | +3.3% | -5.6% | -3.6% |
| 3M | -12.4% | +22.8% | -35.2% | -19.3% |
| 6M | -26.8% | +11.3% | -38.1% | -30.2% |
| YTD | -35.3% | +21.1% | -56.4% | -40.6% |
| 1Y | -19.3% | +67.2% | -86.6% | -35.5% |
| 3Y | +18.1% | +195.6% | -177.5% | -26.2% |
| 5Y | +2.6% | +413.8% | -411.2% | -49.5% |
| 10Y | +379.4% | +309.6% | +69.9% | +136.9% |
| All | +17,983.8% | +1,110.6% | +16,873.3% | +4,993.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling