+378.3%
ISRG vs CAPR
-75.3%
+453.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -2.3% | +139.2% | -141.5% | -3.7% |
| 3M | -12.4% | -66.4% | +53.9% | -12.0% |
| 6M | -26.8% | -63.1% | +36.3% | -26.6% |
| YTD | -35.3% | -67.4% | +32.2% | -35.0% |
| 1Y | -19.3% | +58.2% | -77.6% | -24.1% |
| 3Y | +18.1% | +42.2% | -24.1% | +7.8% |
| 5Y | +2.6% | +87.3% | -84.6% | -8.2% |
| All | +378.3% | -75.3% | +453.5% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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