+536.3%
ISRG vs CAPR
-64.9%
+601.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | +1.6% |
| 7D | +5.4% | +36.0% | -30.6% | +5.0% |
| 30D | +8.6% | +25.8% | -17.2% | +8.2% |
| 3M | +21.6% | +140.8% | -119.3% | +19.6% |
| 6M | +2.3% | -67.6% | +69.9% | +2.8% |
| YTD | -18.7% | -65.9% | +47.2% | -18.5% |
| 1Y | -17.8% | +66.1% | -83.9% | -22.6% |
| 3Y | +69.1% | +256.9% | -187.8% | +51.2% |
| 5Y | +26.5% | +172.1% | -145.6% | +12.3% |
| 10Y | +536.3% | -64.7% | +601.0% | +433.8% |
| All | +536.3% | -64.9% | +601.2% | +433.8% |
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